{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> start QUANTAXIS\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/macropy/core/hquotes.py\n",
      "QUANTAXIS>> Finding macros in 'macropy.core.hquotes'\n",
      "QUANTAXIS>> Importing macros from 'macropy.core.quotes' into 'macropy.core.hquotes'\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/macropy/core/quotes.py\n",
      "QUANTAXIS>> Finding macros in 'macropy.core.quotes'\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/macropy/core/failure.py\n",
      "QUANTAXIS>> Finding macros in 'macropy.core.failure'\n",
      "QUANTAXIS>> Importing macros from 'macropy.core.hquotes' into 'macropy.core.failure'\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/cffi/api.py\n",
      "QUANTAXIS>> Finding macros in 'cffi.api'\n",
      "QUANTAXIS>> Expand macros in /Users/jerryw/MyCode/QUANTAXIS/quantaxis_env/lib/python3.6/site-packages/scipy/__config__.py\n",
      "QUANTAXIS>> Finding macros in 'scipy.__config__'\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "no display found. Using non-interactive Agg backend\n",
      "if you use ssh, you can use ssh with -X parmas to avoid this issue\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> Welcome to QUANTAXIS, the Version is 1.0.46\n",
      "QUANTAXIS>>  \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      "  ``########`````##````````##``````````##`````````####````````##```##########````````#``````##``````###```##`````######`` \n",
      "  `##``````## ```##````````##`````````####````````##`##```````##```````##```````````###``````##````##`````##```##`````##` \n",
      "  ##````````##```##````````##````````##`##````````##``##``````##```````##``````````####```````#```##``````##```##``````## \n",
      "  ##````````##```##````````##```````##```##```````##```##`````##```````##`````````##`##```````##`##```````##````##``````` \n",
      "  ##````````##```##````````##``````##`````##``````##````##````##```````##````````##``###```````###````````##`````##`````` \n",
      "  ##````````##```##````````##``````##``````##`````##`````##```##```````##```````##````##```````###````````##``````###```` \n",
      "  ##````````##```##````````##`````##````````##````##``````##``##```````##``````##``````##`````##`##```````##````````##``` \n",
      "  ##````````##```##````````##````#############````##```````##`##```````##`````###########`````##``##``````##`````````##`` \n",
      "  ###```````##```##````````##```##```````````##```##```````##`##```````##````##`````````##```##```##``````##```##`````##` \n",
      "  `##``````###````##``````###``##`````````````##``##````````####```````##```##``````````##``###````##`````##````##`````## \n",
      "  ``#########``````########```##``````````````###`##``````````##```````##``##````````````##`##``````##````##`````###``### \n",
      "  ````````#####`````````````````````````````````````````````````````````````````````````````````````````````````````##`` \n",
      "  ``````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      "  ``````````````````````````Copyright``yutiansut``2018``````QUANTITATIVE FINANCIAL FRAMEWORK````````````````````````````` \n",
      "  ``````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " ```````````````````````````````````````````````````````````````````````````````````````````````````````````````````````` \n",
      " \n"
     ]
    }
   ],
   "source": [
    "import QUANTAXIS as QA"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'\\n在讨论完QA_fetch_get系列以后 我们主要考虑的是从本地获取数据并进行分析\\n\\nQA_fetch_xxx_adv系列\\n\\n'"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "\"\"\"\n",
    "在讨论完QA_fetch_get系列以后 我们主要考虑的是从本地获取数据并进行分析\n",
    "\n",
    "QA_fetch_xxx_adv系列\n",
    "\n",
    "\"\"\""
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "< QA_DataStruct_Stock_day with 3 securities >\n"
     ]
    }
   ],
   "source": [
    "# 首先进行数据获取 多个股票的日线数据\n",
    "\n",
    "#QA.QA_fetch_stock_day_adv(\"000001\",'2017-01-01','2017-11-30')\n",
    "data=QA.QA_fetch_stock_day_adv([\"000001\",'000002','000004'],'2017-01-01','2017-11-30')\n",
    "\n",
    "print(data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "c=data.data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2017-01-03', '2017-01-04', '2017-01-05', '2017-01-06',\n",
       "               '2017-01-09', '2017-01-10', '2017-01-11', '2017-01-12',\n",
       "               '2017-01-13', '2017-01-16',\n",
       "               ...\n",
       "               '2017-11-17', '2017-11-20', '2017-11-21', '2017-11-22',\n",
       "               '2017-11-23', '2017-11-24', '2017-11-27', '2017-11-28',\n",
       "               '2017-11-29', '2017-11-30'],\n",
       "              dtype='datetime64[ns]', name='date', length=223, freq=None)"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "c.index.levels[0]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['000001', '000002', '000004'], dtype='object', name='code')"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 一些基础的值\n",
    "\n",
    "data.open\n",
    "data.close\n",
    "data.high\n",
    "data.low\n",
    "data.date\n",
    "data.datetime\n",
    "data.code"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [],
   "source": [
    "# 对数据进行复权处理\n",
    "\n",
    "#data=data.to_hfq() # 批量后复权\n",
    "data=data.to_qfq() # 批量前复权"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>>                      code       open       high        low      close  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
      "           000002  000002  19.873844  20.192986  19.873844  20.047922   \n",
      "           000004  000004  44.810000  44.840000  43.610000  44.450000   \n",
      "2017-01-04 000001  000001   9.018213   9.047781   9.008357   9.028069   \n",
      "           000002  000002  20.057593  20.260683  19.777135  20.163973   \n",
      "           000004  000004  44.430000  44.820000  44.010000  44.700000   \n",
      "2017-01-05 000001  000001   9.037925   9.047781   9.018213   9.037925   \n",
      "           000002  000002  20.163973  20.531470  20.096277  20.241341   \n",
      "           000004  000004  44.520000  45.280000  44.400000  44.440000   \n",
      "2017-01-06 000001  000001   9.037925   9.037925   8.978789   8.998501   \n",
      "           000002  000002  20.251012  20.347722  19.931870  19.960883   \n",
      "           000004  000004  44.350000  44.730000  43.920000  43.960000   \n",
      "2017-01-09 000001  000001   8.998501   9.037925   8.978789   9.018213   \n",
      "           000002  000002  19.922199  20.067264  19.854502  19.980225   \n",
      "           000004  000004  43.400000  43.960000  42.510000  43.010000   \n",
      "2017-01-10 000001  000001   9.018213   9.028069   9.008357   9.018213   \n",
      "           000002  000002  19.989896  20.009238  19.844831  19.902857   \n",
      "           000004  000004  43.170000  43.870000  43.170000  43.250000   \n",
      "2017-01-11 000001  000001   9.008357   9.037925   8.998501   9.008357   \n",
      "           000002  000002  19.844831  19.951212  19.728780  19.728780   \n",
      "           000004  000004  43.000000  43.350000  42.450000  42.450000   \n",
      "2017-01-12 000001  000001   8.998501   9.037925   8.998501   9.018213   \n",
      "           000004  000004  42.100000  42.780000  42.040000  42.050000   \n",
      "2017-01-13 000001  000001   9.008357   9.057637   8.988645   9.028069   \n",
      "           000002  000002  20.309038  21.662974  20.212328  21.092386   \n",
      "           000004  000004  42.050000  42.370000  40.900000  41.000000   \n",
      "2017-01-16 000001  000001   9.018213   9.028069   8.939366   9.008357   \n",
      "           000002  000002  21.092386  21.092386  19.641741  20.309038   \n",
      "           000004  000004  40.690000  40.690000  36.900000  38.260000   \n",
      "2017-01-17 000001  000001   8.988645   9.028069   8.968933   9.018213   \n",
      "...                   ...        ...        ...        ...        ...   \n",
      "2017-11-17 000001  000001  13.170000  13.460000  13.030000  13.180000   \n",
      "           000002  000002  28.850000  29.600000  28.600000  28.900000   \n",
      "           000004  000004  27.660000  29.380000  26.100000  27.880000   \n",
      "2017-11-20 000001  000001  13.130000  14.250000  13.050000  14.250000   \n",
      "           000002  000002  28.800000  29.010000  27.480000  28.900000   \n",
      "           000004  000004  28.230000  28.750000  27.000000  27.480000   \n",
      "2017-11-21 000001  000001  14.070000  14.790000  14.010000  14.450000   \n",
      "           000002  000002  28.540000  31.790000  28.540000  31.790000   \n",
      "           000004  000004  27.190000  30.230000  26.520000  30.230000   \n",
      "2017-11-22 000001  000001  14.480000  15.240000  14.480000  15.100000   \n",
      "           000002  000002  31.900000  33.080000  31.540000  32.500000   \n",
      "           000004  000004  29.190000  31.440000  29.190000  30.040000   \n",
      "2017-11-23 000001  000001  15.150000  15.240000  14.070000  14.350000   \n",
      "           000002  000002  32.420000  32.740000  31.020000  31.300000   \n",
      "           000004  000004  30.680000  30.690000  27.440000  28.150000   \n",
      "2017-11-24 000001  000001  14.290000  14.590000  13.780000  14.560000   \n",
      "           000002  000002  31.180000  32.290000  30.470000  31.800000   \n",
      "           000004  000004  28.180000  28.960000  27.000000  27.450000   \n",
      "2017-11-27 000001  000001  14.300000  14.300000  13.750000  13.930000   \n",
      "           000002  000002  31.450000  32.600000  30.590000  31.520000   \n",
      "           000004  000004  27.600000  27.840000  25.740000  26.050000   \n",
      "2017-11-28 000001  000001  13.850000  13.850000  13.400000  13.700000   \n",
      "           000002  000002  31.090000  31.350000  30.100000  30.750000   \n",
      "           000004  000004  25.910000  26.870000  25.780000  26.370000   \n",
      "2017-11-29 000001  000001  13.730000  13.930000  13.470000  13.820000   \n",
      "           000002  000002  30.780000  33.830000  30.280000  33.820000   \n",
      "           000004  000004  26.470000  26.590000  25.060000  25.520000   \n",
      "2017-11-30 000001  000001  13.700000  13.730000  13.260000  13.380000   \n",
      "           000002  000002  33.100000  33.400000  30.680000  31.220000   \n",
      "           000004  000004  25.500000  25.820000  25.160000  25.560000   \n",
      "\n",
      "                         volume        amount       date  high_limit  \\\n",
      "date       code                                                        \n",
      "2017-01-03 000001  4.665598e+05  4.205952e+08 2017-01-03    0.000000   \n",
      "           000002  2.243994e+05  4.497575e+08 2017-01-03    9.748338   \n",
      "           000004  7.154000e+03  3.173771e+07 2017-01-03   22.800000   \n",
      "2017-01-04 000001  4.558952e+05  4.115035e+08 2017-01-04   48.195697   \n",
      "           000002  3.428343e+05  6.867453e+08 2017-01-04    9.748338   \n",
      "           000004  8.719000e+03  3.870339e+07 2017-01-04   22.940000   \n",
      "2017-01-05 000001  3.494044e+05  3.157697e+08 2017-01-05   48.461809   \n",
      "           000002  3.206762e+05  6.514861e+08 2017-01-05    9.758009   \n",
      "           000004  1.025900e+04  4.605712e+07 2017-01-05   23.020000   \n",
      "2017-01-06 000001  3.633878e+05  3.271764e+08 2017-01-06   48.175985   \n",
      "           000002  2.439455e+05  4.890327e+08 2017-01-06    9.709654   \n",
      "           000004  6.651000e+03  2.947450e+07 2017-01-06   22.700000   \n",
      "2017-01-09 000001  3.663576e+05  3.299946e+08 2017-01-09   47.663475   \n",
      "           000002  1.560898e+05  3.116738e+08 2017-01-09    9.738667   \n",
      "           000004  1.240400e+04  5.339200e+07 2017-01-09   22.730000   \n",
      "2017-01-10 000001  2.445756e+05  2.205751e+08 2017-01-10   46.628598   \n",
      "           000002  1.645864e+05  3.277669e+08 2017-01-10    9.738667   \n",
      "           000004  1.052700e+04  4.581176e+07 2017-01-10   22.640000   \n",
      "2017-01-11 000001  3.078641e+05  2.775532e+08 2017-01-11   46.894709   \n",
      "           000002  1.743899e+05  3.454215e+08 2017-01-11    9.719325   \n",
      "           000004  1.066800e+04  4.570020e+07 2017-01-11   22.440000   \n",
      "2017-01-12 000001  4.342606e+05  3.918694e+08 2017-01-12   46.027384   \n",
      "           000004  7.659000e+03  3.249995e+07 2017-01-12   10.070000   \n",
      "2017-01-13 000001  4.406476e+05  3.976019e+08 2017-01-13   45.593721   \n",
      "           000002  1.100475e+06  2.322229e+09 2017-01-13    9.748338   \n",
      "           000004  9.700000e+03  4.031344e+07 2017-01-13   23.990000   \n",
      "2017-01-16 000001  6.931484e+05  6.230258e+08 2017-01-16   44.450428   \n",
      "           000002  5.720625e+05  1.157108e+09 2017-01-16    9.719325   \n",
      "           000004  1.674900e+04  6.417067e+07 2017-01-16   23.100000   \n",
      "2017-01-17 000001  5.535244e+05  4.981797e+08 2017-01-17   41.483781   \n",
      "...                         ...           ...        ...         ...   \n",
      "2017-11-17 000001  2.064149e+06  2.731216e+09 2017-11-17   30.590000   \n",
      "           000002  5.639440e+05  1.639436e+09 2017-11-17   14.500000   \n",
      "           000004  6.034300e+04  1.678450e+08 2017-11-17   31.790000   \n",
      "2017-11-20 000001  2.843925e+06  3.860145e+09 2017-11-20   30.670000   \n",
      "           000002  3.950880e+05  1.118756e+09 2017-11-20   15.680000   \n",
      "           000004  4.345200e+04  1.205364e+08 2017-11-20   31.790000   \n",
      "2017-11-21 000001  2.495327e+06  3.609849e+09 2017-11-21   30.230000   \n",
      "           000002  1.081788e+06  3.289379e+09 2017-11-21   15.900000   \n",
      "           000004  6.458300e+04  1.845711e+08 2017-11-21   34.970000   \n",
      "2017-11-22 000001  2.570231e+06  3.839501e+09 2017-11-22   33.250000   \n",
      "           000002  1.052969e+06  3.398211e+09 2017-11-22   16.610000   \n",
      "           000004  6.411800e+04  1.937324e+08 2017-11-22   35.750000   \n",
      "2017-11-23 000001  2.429142e+06  3.562843e+09 2017-11-23   33.040000   \n",
      "           000002  5.803250e+05  1.851670e+09 2017-11-23   15.790000   \n",
      "           000004  4.515300e+04  1.308060e+08 2017-11-23   34.430000   \n",
      "2017-11-24 000001  2.630189e+06  3.732597e+09 2017-11-24   30.970000   \n",
      "           000002  5.243430e+05  1.653488e+09 2017-11-24   16.020000   \n",
      "           000004  3.952400e+04  1.103899e+08 2017-11-24   34.980000   \n",
      "2017-11-27 000001  2.064085e+06  2.878492e+09 2017-11-27   30.200000   \n",
      "           000002  5.215810e+05  1.640697e+09 2017-11-27   15.320000   \n",
      "           000004  3.228400e+04  8.479705e+07 2017-11-27   34.670000   \n",
      "2017-11-28 000001  1.766432e+06  2.396540e+09 2017-11-28   28.660000   \n",
      "           000002  4.057860e+05  1.243496e+09 2017-11-28   15.070000   \n",
      "           000004  3.133700e+04  8.275657e+07 2017-11-28   33.830000   \n",
      "2017-11-29 000001  1.564094e+06  2.148313e+09 2017-11-29   29.010000   \n",
      "           000002  8.977120e+05  2.894401e+09 2017-11-29   15.200000   \n",
      "           000004  3.090400e+04  7.867043e+07 2017-11-29   37.200000   \n",
      "2017-11-30 000001  1.379635e+06  1.866701e+09 2017-11-30   28.070000   \n",
      "           000002  1.000665e+06  3.213854e+09 2017-11-30   14.720000   \n",
      "           000004  2.328600e+04  5.926307e+07 2017-11-30   34.340000   \n",
      "\n",
      "                   low_limit  next_day_high_limit  next_day_low_limit  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001   0.000000                10.08                8.24   \n",
      "           000002   9.427589                22.80               18.66   \n",
      "           000004  22.800000                48.90               40.01   \n",
      "2017-01-04 000001  47.501539                10.08                8.24   \n",
      "           000002   9.427589                22.94               18.77   \n",
      "           000004  22.940000                49.17               40.23   \n",
      "2017-01-05 000001  47.763817                10.09                8.25   \n",
      "           000002   9.436942                23.02               18.84   \n",
      "           000004  23.020000                48.88               40.00   \n",
      "2017-01-06 000001  47.482111                10.04                8.22   \n",
      "           000002   9.390178                22.70               18.58   \n",
      "           000004  22.700000                48.36               39.56   \n",
      "2017-01-09 000001  46.976982                10.07                8.24   \n",
      "           000002   9.418236                22.73               18.59   \n",
      "           000004  22.730000                47.31               38.71   \n",
      "2017-01-10 000001  45.957010                10.07                8.24   \n",
      "           000002   9.418236                22.64               18.52   \n",
      "           000004  22.640000                47.58               38.93   \n",
      "2017-01-11 000001  46.219289                10.05                8.23   \n",
      "           000002   9.399531                22.44               18.36   \n",
      "           000004  22.440000                46.70               38.21   \n",
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       "      <td>43.170000</td>\n",
       "      <td>43.250000</td>\n",
       "      <td>1.052700e+04</td>\n",
       "      <td>4.581176e+07</td>\n",
       "      <td>2017-01-10</td>\n",
       "      <td>22.640000</td>\n",
       "      <td>22.640000</td>\n",
       "      <td>47.58</td>\n",
       "      <td>38.93</td>\n",
       "      <td>43.010000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-11</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>3.078641e+05</td>\n",
       "      <td>2.775532e+08</td>\n",
       "      <td>2017-01-11</td>\n",
       "      <td>46.894709</td>\n",
       "      <td>46.219289</td>\n",
       "      <td>10.05</td>\n",
       "      <td>8.23</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>19.844831</td>\n",
       "      <td>19.951212</td>\n",
       "      <td>19.728780</td>\n",
       "      <td>19.728780</td>\n",
       "      <td>1.743899e+05</td>\n",
       "      <td>3.454215e+08</td>\n",
       "      <td>2017-01-11</td>\n",
       "      <td>9.719325</td>\n",
       "      <td>9.399531</td>\n",
       "      <td>22.44</td>\n",
       "      <td>18.36</td>\n",
       "      <td>19.902857</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>43.000000</td>\n",
       "      <td>43.350000</td>\n",
       "      <td>42.450000</td>\n",
       "      <td>42.450000</td>\n",
       "      <td>1.066800e+04</td>\n",
       "      <td>4.570020e+07</td>\n",
       "      <td>2017-01-11</td>\n",
       "      <td>22.440000</td>\n",
       "      <td>22.440000</td>\n",
       "      <td>46.70</td>\n",
       "      <td>38.21</td>\n",
       "      <td>43.250000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"2\" valign=\"top\">2017-01-12</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>9.037925</td>\n",
       "      <td>8.998501</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>4.342606e+05</td>\n",
       "      <td>3.918694e+08</td>\n",
       "      <td>2017-01-12</td>\n",
       "      <td>46.027384</td>\n",
       "      <td>45.364455</td>\n",
       "      <td>10.07</td>\n",
       "      <td>8.24</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>42.100000</td>\n",
       "      <td>42.780000</td>\n",
       "      <td>42.040000</td>\n",
       "      <td>42.050000</td>\n",
       "      <td>7.659000e+03</td>\n",
       "      <td>3.249995e+07</td>\n",
       "      <td>2017-01-12</td>\n",
       "      <td>10.070000</td>\n",
       "      <td>10.070000</td>\n",
       "      <td>46.26</td>\n",
       "      <td>37.85</td>\n",
       "      <td>42.450000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-13</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>9.057637</td>\n",
       "      <td>8.988645</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>4.406476e+05</td>\n",
       "      <td>3.976019e+08</td>\n",
       "      <td>2017-01-13</td>\n",
       "      <td>45.593721</td>\n",
       "      <td>44.937038</td>\n",
       "      <td>10.08</td>\n",
       "      <td>8.24</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>20.309038</td>\n",
       "      <td>21.662974</td>\n",
       "      <td>20.212328</td>\n",
       "      <td>21.092386</td>\n",
       "      <td>1.100475e+06</td>\n",
       "      <td>2.322229e+09</td>\n",
       "      <td>2017-01-13</td>\n",
       "      <td>9.748338</td>\n",
       "      <td>9.427589</td>\n",
       "      <td>23.99</td>\n",
       "      <td>19.63</td>\n",
       "      <td>19.728780</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>42.050000</td>\n",
       "      <td>42.370000</td>\n",
       "      <td>40.900000</td>\n",
       "      <td>41.000000</td>\n",
       "      <td>9.700000e+03</td>\n",
       "      <td>4.031344e+07</td>\n",
       "      <td>2017-01-13</td>\n",
       "      <td>23.990000</td>\n",
       "      <td>23.990000</td>\n",
       "      <td>45.10</td>\n",
       "      <td>36.90</td>\n",
       "      <td>42.050000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-16</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>8.939366</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>6.931484e+05</td>\n",
       "      <td>6.230258e+08</td>\n",
       "      <td>2017-01-16</td>\n",
       "      <td>44.450428</td>\n",
       "      <td>43.810213</td>\n",
       "      <td>10.05</td>\n",
       "      <td>8.23</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>21.092386</td>\n",
       "      <td>21.092386</td>\n",
       "      <td>19.641741</td>\n",
       "      <td>20.309038</td>\n",
       "      <td>5.720625e+05</td>\n",
       "      <td>1.157108e+09</td>\n",
       "      <td>2017-01-16</td>\n",
       "      <td>9.719325</td>\n",
       "      <td>9.399531</td>\n",
       "      <td>23.10</td>\n",
       "      <td>18.90</td>\n",
       "      <td>21.092386</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>40.690000</td>\n",
       "      <td>40.690000</td>\n",
       "      <td>36.900000</td>\n",
       "      <td>38.260000</td>\n",
       "      <td>1.674900e+04</td>\n",
       "      <td>6.417067e+07</td>\n",
       "      <td>2017-01-16</td>\n",
       "      <td>23.100000</td>\n",
       "      <td>23.100000</td>\n",
       "      <td>42.09</td>\n",
       "      <td>34.43</td>\n",
       "      <td>41.000000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>8.988645</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>8.968933</td>\n",
       "      <td>9.018213</td>\n",
       "      <td>5.535244e+05</td>\n",
       "      <td>4.981797e+08</td>\n",
       "      <td>2017-01-17</td>\n",
       "      <td>41.483781</td>\n",
       "      <td>40.886294</td>\n",
       "      <td>10.07</td>\n",
       "      <td>8.24</td>\n",
       "      <td>9.008357</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-17</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.170000</td>\n",
       "      <td>13.460000</td>\n",
       "      <td>13.030000</td>\n",
       "      <td>13.180000</td>\n",
       "      <td>2.064149e+06</td>\n",
       "      <td>2.731216e+09</td>\n",
       "      <td>2017-11-17</td>\n",
       "      <td>30.590000</td>\n",
       "      <td>30.590000</td>\n",
       "      <td>14.50</td>\n",
       "      <td>11.86</td>\n",
       "      <td>13.100000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>28.850000</td>\n",
       "      <td>29.600000</td>\n",
       "      <td>28.600000</td>\n",
       "      <td>28.900000</td>\n",
       "      <td>5.639440e+05</td>\n",
       "      <td>1.639436e+09</td>\n",
       "      <td>2017-11-17</td>\n",
       "      <td>14.500000</td>\n",
       "      <td>14.500000</td>\n",
       "      <td>31.79</td>\n",
       "      <td>26.01</td>\n",
       "      <td>28.940000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>27.660000</td>\n",
       "      <td>29.380000</td>\n",
       "      <td>26.100000</td>\n",
       "      <td>27.880000</td>\n",
       "      <td>6.034300e+04</td>\n",
       "      <td>1.678450e+08</td>\n",
       "      <td>2017-11-17</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>30.67</td>\n",
       "      <td>25.09</td>\n",
       "      <td>27.810000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-20</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.130000</td>\n",
       "      <td>14.250000</td>\n",
       "      <td>13.050000</td>\n",
       "      <td>14.250000</td>\n",
       "      <td>2.843925e+06</td>\n",
       "      <td>3.860145e+09</td>\n",
       "      <td>2017-11-20</td>\n",
       "      <td>30.670000</td>\n",
       "      <td>30.670000</td>\n",
       "      <td>15.68</td>\n",
       "      <td>12.83</td>\n",
       "      <td>13.180000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>28.800000</td>\n",
       "      <td>29.010000</td>\n",
       "      <td>27.480000</td>\n",
       "      <td>28.900000</td>\n",
       "      <td>3.950880e+05</td>\n",
       "      <td>1.118756e+09</td>\n",
       "      <td>2017-11-20</td>\n",
       "      <td>15.680000</td>\n",
       "      <td>15.680000</td>\n",
       "      <td>31.79</td>\n",
       "      <td>26.01</td>\n",
       "      <td>28.900000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>28.230000</td>\n",
       "      <td>28.750000</td>\n",
       "      <td>27.000000</td>\n",
       "      <td>27.480000</td>\n",
       "      <td>4.345200e+04</td>\n",
       "      <td>1.205364e+08</td>\n",
       "      <td>2017-11-20</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>30.23</td>\n",
       "      <td>24.73</td>\n",
       "      <td>27.880000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-21</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>14.070000</td>\n",
       "      <td>14.790000</td>\n",
       "      <td>14.010000</td>\n",
       "      <td>14.450000</td>\n",
       "      <td>2.495327e+06</td>\n",
       "      <td>3.609849e+09</td>\n",
       "      <td>2017-11-21</td>\n",
       "      <td>30.230000</td>\n",
       "      <td>30.230000</td>\n",
       "      <td>15.90</td>\n",
       "      <td>13.01</td>\n",
       "      <td>14.250000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>28.540000</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>28.540000</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>1.081788e+06</td>\n",
       "      <td>3.289379e+09</td>\n",
       "      <td>2017-11-21</td>\n",
       "      <td>15.900000</td>\n",
       "      <td>15.900000</td>\n",
       "      <td>34.97</td>\n",
       "      <td>28.61</td>\n",
       "      <td>28.900000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>27.190000</td>\n",
       "      <td>30.230000</td>\n",
       "      <td>26.520000</td>\n",
       "      <td>30.230000</td>\n",
       "      <td>6.458300e+04</td>\n",
       "      <td>1.845711e+08</td>\n",
       "      <td>2017-11-21</td>\n",
       "      <td>34.970000</td>\n",
       "      <td>34.970000</td>\n",
       "      <td>33.25</td>\n",
       "      <td>27.21</td>\n",
       "      <td>27.480000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-22</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>14.480000</td>\n",
       "      <td>15.240000</td>\n",
       "      <td>14.480000</td>\n",
       "      <td>15.100000</td>\n",
       "      <td>2.570231e+06</td>\n",
       "      <td>3.839501e+09</td>\n",
       "      <td>2017-11-22</td>\n",
       "      <td>33.250000</td>\n",
       "      <td>33.250000</td>\n",
       "      <td>16.61</td>\n",
       "      <td>13.59</td>\n",
       "      <td>14.450000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>31.900000</td>\n",
       "      <td>33.080000</td>\n",
       "      <td>31.540000</td>\n",
       "      <td>32.500000</td>\n",
       "      <td>1.052969e+06</td>\n",
       "      <td>3.398211e+09</td>\n",
       "      <td>2017-11-22</td>\n",
       "      <td>16.610000</td>\n",
       "      <td>16.610000</td>\n",
       "      <td>35.75</td>\n",
       "      <td>29.25</td>\n",
       "      <td>31.790000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>29.190000</td>\n",
       "      <td>31.440000</td>\n",
       "      <td>29.190000</td>\n",
       "      <td>30.040000</td>\n",
       "      <td>6.411800e+04</td>\n",
       "      <td>1.937324e+08</td>\n",
       "      <td>2017-11-22</td>\n",
       "      <td>35.750000</td>\n",
       "      <td>35.750000</td>\n",
       "      <td>33.04</td>\n",
       "      <td>27.04</td>\n",
       "      <td>30.230000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-23</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>15.150000</td>\n",
       "      <td>15.240000</td>\n",
       "      <td>14.070000</td>\n",
       "      <td>14.350000</td>\n",
       "      <td>2.429142e+06</td>\n",
       "      <td>3.562843e+09</td>\n",
       "      <td>2017-11-23</td>\n",
       "      <td>33.040000</td>\n",
       "      <td>33.040000</td>\n",
       "      <td>15.79</td>\n",
       "      <td>12.92</td>\n",
       "      <td>15.100000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>32.420000</td>\n",
       "      <td>32.740000</td>\n",
       "      <td>31.020000</td>\n",
       "      <td>31.300000</td>\n",
       "      <td>5.803250e+05</td>\n",
       "      <td>1.851670e+09</td>\n",
       "      <td>2017-11-23</td>\n",
       "      <td>15.790000</td>\n",
       "      <td>15.790000</td>\n",
       "      <td>34.43</td>\n",
       "      <td>28.17</td>\n",
       "      <td>32.500000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>30.680000</td>\n",
       "      <td>30.690000</td>\n",
       "      <td>27.440000</td>\n",
       "      <td>28.150000</td>\n",
       "      <td>4.515300e+04</td>\n",
       "      <td>1.308060e+08</td>\n",
       "      <td>2017-11-23</td>\n",
       "      <td>34.430000</td>\n",
       "      <td>34.430000</td>\n",
       "      <td>30.97</td>\n",
       "      <td>25.34</td>\n",
       "      <td>30.040000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-24</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>14.290000</td>\n",
       "      <td>14.590000</td>\n",
       "      <td>13.780000</td>\n",
       "      <td>14.560000</td>\n",
       "      <td>2.630189e+06</td>\n",
       "      <td>3.732597e+09</td>\n",
       "      <td>2017-11-24</td>\n",
       "      <td>30.970000</td>\n",
       "      <td>30.970000</td>\n",
       "      <td>16.02</td>\n",
       "      <td>13.10</td>\n",
       "      <td>14.350000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>31.180000</td>\n",
       "      <td>32.290000</td>\n",
       "      <td>30.470000</td>\n",
       "      <td>31.800000</td>\n",
       "      <td>5.243430e+05</td>\n",
       "      <td>1.653488e+09</td>\n",
       "      <td>2017-11-24</td>\n",
       "      <td>16.020000</td>\n",
       "      <td>16.020000</td>\n",
       "      <td>34.98</td>\n",
       "      <td>28.62</td>\n",
       "      <td>31.300000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>28.180000</td>\n",
       "      <td>28.960000</td>\n",
       "      <td>27.000000</td>\n",
       "      <td>27.450000</td>\n",
       "      <td>3.952400e+04</td>\n",
       "      <td>1.103899e+08</td>\n",
       "      <td>2017-11-24</td>\n",
       "      <td>34.980000</td>\n",
       "      <td>34.980000</td>\n",
       "      <td>30.20</td>\n",
       "      <td>24.71</td>\n",
       "      <td>28.150000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-27</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>14.300000</td>\n",
       "      <td>14.300000</td>\n",
       "      <td>13.750000</td>\n",
       "      <td>13.930000</td>\n",
       "      <td>2.064085e+06</td>\n",
       "      <td>2.878492e+09</td>\n",
       "      <td>2017-11-27</td>\n",
       "      <td>30.200000</td>\n",
       "      <td>30.200000</td>\n",
       "      <td>15.32</td>\n",
       "      <td>12.54</td>\n",
       "      <td>14.560000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>31.450000</td>\n",
       "      <td>32.600000</td>\n",
       "      <td>30.590000</td>\n",
       "      <td>31.520000</td>\n",
       "      <td>5.215810e+05</td>\n",
       "      <td>1.640697e+09</td>\n",
       "      <td>2017-11-27</td>\n",
       "      <td>15.320000</td>\n",
       "      <td>15.320000</td>\n",
       "      <td>34.67</td>\n",
       "      <td>28.37</td>\n",
       "      <td>31.800000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>27.600000</td>\n",
       "      <td>27.840000</td>\n",
       "      <td>25.740000</td>\n",
       "      <td>26.050000</td>\n",
       "      <td>3.228400e+04</td>\n",
       "      <td>8.479705e+07</td>\n",
       "      <td>2017-11-27</td>\n",
       "      <td>34.670000</td>\n",
       "      <td>34.670000</td>\n",
       "      <td>28.66</td>\n",
       "      <td>23.45</td>\n",
       "      <td>27.450000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-28</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.850000</td>\n",
       "      <td>13.850000</td>\n",
       "      <td>13.400000</td>\n",
       "      <td>13.700000</td>\n",
       "      <td>1.766432e+06</td>\n",
       "      <td>2.396540e+09</td>\n",
       "      <td>2017-11-28</td>\n",
       "      <td>28.660000</td>\n",
       "      <td>28.660000</td>\n",
       "      <td>15.07</td>\n",
       "      <td>12.33</td>\n",
       "      <td>13.930000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>31.090000</td>\n",
       "      <td>31.350000</td>\n",
       "      <td>30.100000</td>\n",
       "      <td>30.750000</td>\n",
       "      <td>4.057860e+05</td>\n",
       "      <td>1.243496e+09</td>\n",
       "      <td>2017-11-28</td>\n",
       "      <td>15.070000</td>\n",
       "      <td>15.070000</td>\n",
       "      <td>33.83</td>\n",
       "      <td>27.68</td>\n",
       "      <td>31.520000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>25.910000</td>\n",
       "      <td>26.870000</td>\n",
       "      <td>25.780000</td>\n",
       "      <td>26.370000</td>\n",
       "      <td>3.133700e+04</td>\n",
       "      <td>8.275657e+07</td>\n",
       "      <td>2017-11-28</td>\n",
       "      <td>33.830000</td>\n",
       "      <td>33.830000</td>\n",
       "      <td>29.01</td>\n",
       "      <td>23.73</td>\n",
       "      <td>26.050000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-29</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.730000</td>\n",
       "      <td>13.930000</td>\n",
       "      <td>13.470000</td>\n",
       "      <td>13.820000</td>\n",
       "      <td>1.564094e+06</td>\n",
       "      <td>2.148313e+09</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>29.010000</td>\n",
       "      <td>29.010000</td>\n",
       "      <td>15.20</td>\n",
       "      <td>12.44</td>\n",
       "      <td>13.700000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>30.780000</td>\n",
       "      <td>33.830000</td>\n",
       "      <td>30.280000</td>\n",
       "      <td>33.820000</td>\n",
       "      <td>8.977120e+05</td>\n",
       "      <td>2.894401e+09</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>15.200000</td>\n",
       "      <td>15.200000</td>\n",
       "      <td>37.20</td>\n",
       "      <td>30.44</td>\n",
       "      <td>30.750000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>26.470000</td>\n",
       "      <td>26.590000</td>\n",
       "      <td>25.060000</td>\n",
       "      <td>25.520000</td>\n",
       "      <td>3.090400e+04</td>\n",
       "      <td>7.867043e+07</td>\n",
       "      <td>2017-11-29</td>\n",
       "      <td>37.200000</td>\n",
       "      <td>37.200000</td>\n",
       "      <td>28.07</td>\n",
       "      <td>22.97</td>\n",
       "      <td>26.370000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-11-30</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>13.700000</td>\n",
       "      <td>13.730000</td>\n",
       "      <td>13.260000</td>\n",
       "      <td>13.380000</td>\n",
       "      <td>1.379635e+06</td>\n",
       "      <td>1.866701e+09</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>28.070000</td>\n",
       "      <td>28.070000</td>\n",
       "      <td>14.72</td>\n",
       "      <td>12.04</td>\n",
       "      <td>13.820000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>33.100000</td>\n",
       "      <td>33.400000</td>\n",
       "      <td>30.680000</td>\n",
       "      <td>31.220000</td>\n",
       "      <td>1.000665e+06</td>\n",
       "      <td>3.213854e+09</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>14.720000</td>\n",
       "      <td>14.720000</td>\n",
       "      <td>34.34</td>\n",
       "      <td>28.10</td>\n",
       "      <td>33.820000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>25.500000</td>\n",
       "      <td>25.820000</td>\n",
       "      <td>25.160000</td>\n",
       "      <td>25.560000</td>\n",
       "      <td>2.328600e+04</td>\n",
       "      <td>5.926307e+07</td>\n",
       "      <td>2017-11-30</td>\n",
       "      <td>34.340000</td>\n",
       "      <td>34.340000</td>\n",
       "      <td>28.12</td>\n",
       "      <td>23.00</td>\n",
       "      <td>25.520000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>616 rows × 14 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                     code       open       high        low      close  \\\n",
       "date       code                                                         \n",
       "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
       "           000002  000002  19.873844  20.192986  19.873844  20.047922   \n",
       "           000004  000004  44.810000  44.840000  43.610000  44.450000   \n",
       "2017-01-04 000001  000001   9.018213   9.047781   9.008357   9.028069   \n",
       "           000002  000002  20.057593  20.260683  19.777135  20.163973   \n",
       "           000004  000004  44.430000  44.820000  44.010000  44.700000   \n",
       "2017-01-05 000001  000001   9.037925   9.047781   9.018213   9.037925   \n",
       "           000002  000002  20.163973  20.531470  20.096277  20.241341   \n",
       "           000004  000004  44.520000  45.280000  44.400000  44.440000   \n",
       "2017-01-06 000001  000001   9.037925   9.037925   8.978789   8.998501   \n",
       "           000002  000002  20.251012  20.347722  19.931870  19.960883   \n",
       "           000004  000004  44.350000  44.730000  43.920000  43.960000   \n",
       "2017-01-09 000001  000001   8.998501   9.037925   8.978789   9.018213   \n",
       "           000002  000002  19.922199  20.067264  19.854502  19.980225   \n",
       "           000004  000004  43.400000  43.960000  42.510000  43.010000   \n",
       "2017-01-10 000001  000001   9.018213   9.028069   9.008357   9.018213   \n",
       "           000002  000002  19.989896  20.009238  19.844831  19.902857   \n",
       "           000004  000004  43.170000  43.870000  43.170000  43.250000   \n",
       "2017-01-11 000001  000001   9.008357   9.037925   8.998501   9.008357   \n",
       "           000002  000002  19.844831  19.951212  19.728780  19.728780   \n",
       "           000004  000004  43.000000  43.350000  42.450000  42.450000   \n",
       "2017-01-12 000001  000001   8.998501   9.037925   8.998501   9.018213   \n",
       "           000004  000004  42.100000  42.780000  42.040000  42.050000   \n",
       "2017-01-13 000001  000001   9.008357   9.057637   8.988645   9.028069   \n",
       "           000002  000002  20.309038  21.662974  20.212328  21.092386   \n",
       "           000004  000004  42.050000  42.370000  40.900000  41.000000   \n",
       "2017-01-16 000001  000001   9.018213   9.028069   8.939366   9.008357   \n",
       "           000002  000002  21.092386  21.092386  19.641741  20.309038   \n",
       "           000004  000004  40.690000  40.690000  36.900000  38.260000   \n",
       "2017-01-17 000001  000001   8.988645   9.028069   8.968933   9.018213   \n",
       "...                   ...        ...        ...        ...        ...   \n",
       "2017-11-17 000001  000001  13.170000  13.460000  13.030000  13.180000   \n",
       "           000002  000002  28.850000  29.600000  28.600000  28.900000   \n",
       "           000004  000004  27.660000  29.380000  26.100000  27.880000   \n",
       "2017-11-20 000001  000001  13.130000  14.250000  13.050000  14.250000   \n",
       "           000002  000002  28.800000  29.010000  27.480000  28.900000   \n",
       "           000004  000004  28.230000  28.750000  27.000000  27.480000   \n",
       "2017-11-21 000001  000001  14.070000  14.790000  14.010000  14.450000   \n",
       "           000002  000002  28.540000  31.790000  28.540000  31.790000   \n",
       "           000004  000004  27.190000  30.230000  26.520000  30.230000   \n",
       "2017-11-22 000001  000001  14.480000  15.240000  14.480000  15.100000   \n",
       "           000002  000002  31.900000  33.080000  31.540000  32.500000   \n",
       "           000004  000004  29.190000  31.440000  29.190000  30.040000   \n",
       "2017-11-23 000001  000001  15.150000  15.240000  14.070000  14.350000   \n",
       "           000002  000002  32.420000  32.740000  31.020000  31.300000   \n",
       "           000004  000004  30.680000  30.690000  27.440000  28.150000   \n",
       "2017-11-24 000001  000001  14.290000  14.590000  13.780000  14.560000   \n",
       "           000002  000002  31.180000  32.290000  30.470000  31.800000   \n",
       "           000004  000004  28.180000  28.960000  27.000000  27.450000   \n",
       "2017-11-27 000001  000001  14.300000  14.300000  13.750000  13.930000   \n",
       "           000002  000002  31.450000  32.600000  30.590000  31.520000   \n",
       "           000004  000004  27.600000  27.840000  25.740000  26.050000   \n",
       "2017-11-28 000001  000001  13.850000  13.850000  13.400000  13.700000   \n",
       "           000002  000002  31.090000  31.350000  30.100000  30.750000   \n",
       "           000004  000004  25.910000  26.870000  25.780000  26.370000   \n",
       "2017-11-29 000001  000001  13.730000  13.930000  13.470000  13.820000   \n",
       "           000002  000002  30.780000  33.830000  30.280000  33.820000   \n",
       "           000004  000004  26.470000  26.590000  25.060000  25.520000   \n",
       "2017-11-30 000001  000001  13.700000  13.730000  13.260000  13.380000   \n",
       "           000002  000002  33.100000  33.400000  30.680000  31.220000   \n",
       "           000004  000004  25.500000  25.820000  25.160000  25.560000   \n",
       "\n",
       "                         volume        amount       date  high_limit  \\\n",
       "date       code                                                        \n",
       "2017-01-03 000001  4.665598e+05  4.205952e+08 2017-01-03    0.000000   \n",
       "           000002  2.243994e+05  4.497575e+08 2017-01-03    9.748338   \n",
       "           000004  7.154000e+03  3.173771e+07 2017-01-03   22.800000   \n",
       "2017-01-04 000001  4.558952e+05  4.115035e+08 2017-01-04   48.195697   \n",
       "           000002  3.428343e+05  6.867453e+08 2017-01-04    9.748338   \n",
       "           000004  8.719000e+03  3.870339e+07 2017-01-04   22.940000   \n",
       "2017-01-05 000001  3.494044e+05  3.157697e+08 2017-01-05   48.461809   \n",
       "           000002  3.206762e+05  6.514861e+08 2017-01-05    9.758009   \n",
       "           000004  1.025900e+04  4.605712e+07 2017-01-05   23.020000   \n",
       "2017-01-06 000001  3.633878e+05  3.271764e+08 2017-01-06   48.175985   \n",
       "           000002  2.439455e+05  4.890327e+08 2017-01-06    9.709654   \n",
       "           000004  6.651000e+03  2.947450e+07 2017-01-06   22.700000   \n",
       "2017-01-09 000001  3.663576e+05  3.299946e+08 2017-01-09   47.663475   \n",
       "           000002  1.560898e+05  3.116738e+08 2017-01-09    9.738667   \n",
       "           000004  1.240400e+04  5.339200e+07 2017-01-09   22.730000   \n",
       "2017-01-10 000001  2.445756e+05  2.205751e+08 2017-01-10   46.628598   \n",
       "           000002  1.645864e+05  3.277669e+08 2017-01-10    9.738667   \n",
       "           000004  1.052700e+04  4.581176e+07 2017-01-10   22.640000   \n",
       "2017-01-11 000001  3.078641e+05  2.775532e+08 2017-01-11   46.894709   \n",
       "           000002  1.743899e+05  3.454215e+08 2017-01-11    9.719325   \n",
       "           000004  1.066800e+04  4.570020e+07 2017-01-11   22.440000   \n",
       "2017-01-12 000001  4.342606e+05  3.918694e+08 2017-01-12   46.027384   \n",
       "           000004  7.659000e+03  3.249995e+07 2017-01-12   10.070000   \n",
       "2017-01-13 000001  4.406476e+05  3.976019e+08 2017-01-13   45.593721   \n",
       "           000002  1.100475e+06  2.322229e+09 2017-01-13    9.748338   \n",
       "           000004  9.700000e+03  4.031344e+07 2017-01-13   23.990000   \n",
       "2017-01-16 000001  6.931484e+05  6.230258e+08 2017-01-16   44.450428   \n",
       "           000002  5.720625e+05  1.157108e+09 2017-01-16    9.719325   \n",
       "           000004  1.674900e+04  6.417067e+07 2017-01-16   23.100000   \n",
       "2017-01-17 000001  5.535244e+05  4.981797e+08 2017-01-17   41.483781   \n",
       "...                         ...           ...        ...         ...   \n",
       "2017-11-17 000001  2.064149e+06  2.731216e+09 2017-11-17   30.590000   \n",
       "           000002  5.639440e+05  1.639436e+09 2017-11-17   14.500000   \n",
       "           000004  6.034300e+04  1.678450e+08 2017-11-17   31.790000   \n",
       "2017-11-20 000001  2.843925e+06  3.860145e+09 2017-11-20   30.670000   \n",
       "           000002  3.950880e+05  1.118756e+09 2017-11-20   15.680000   \n",
       "           000004  4.345200e+04  1.205364e+08 2017-11-20   31.790000   \n",
       "2017-11-21 000001  2.495327e+06  3.609849e+09 2017-11-21   30.230000   \n",
       "           000002  1.081788e+06  3.289379e+09 2017-11-21   15.900000   \n",
       "           000004  6.458300e+04  1.845711e+08 2017-11-21   34.970000   \n",
       "2017-11-22 000001  2.570231e+06  3.839501e+09 2017-11-22   33.250000   \n",
       "           000002  1.052969e+06  3.398211e+09 2017-11-22   16.610000   \n",
       "           000004  6.411800e+04  1.937324e+08 2017-11-22   35.750000   \n",
       "2017-11-23 000001  2.429142e+06  3.562843e+09 2017-11-23   33.040000   \n",
       "           000002  5.803250e+05  1.851670e+09 2017-11-23   15.790000   \n",
       "           000004  4.515300e+04  1.308060e+08 2017-11-23   34.430000   \n",
       "2017-11-24 000001  2.630189e+06  3.732597e+09 2017-11-24   30.970000   \n",
       "           000002  5.243430e+05  1.653488e+09 2017-11-24   16.020000   \n",
       "           000004  3.952400e+04  1.103899e+08 2017-11-24   34.980000   \n",
       "2017-11-27 000001  2.064085e+06  2.878492e+09 2017-11-27   30.200000   \n",
       "           000002  5.215810e+05  1.640697e+09 2017-11-27   15.320000   \n",
       "           000004  3.228400e+04  8.479705e+07 2017-11-27   34.670000   \n",
       "2017-11-28 000001  1.766432e+06  2.396540e+09 2017-11-28   28.660000   \n",
       "           000002  4.057860e+05  1.243496e+09 2017-11-28   15.070000   \n",
       "           000004  3.133700e+04  8.275657e+07 2017-11-28   33.830000   \n",
       "2017-11-29 000001  1.564094e+06  2.148313e+09 2017-11-29   29.010000   \n",
       "           000002  8.977120e+05  2.894401e+09 2017-11-29   15.200000   \n",
       "           000004  3.090400e+04  7.867043e+07 2017-11-29   37.200000   \n",
       "2017-11-30 000001  1.379635e+06  1.866701e+09 2017-11-30   28.070000   \n",
       "           000002  1.000665e+06  3.213854e+09 2017-11-30   14.720000   \n",
       "           000004  2.328600e+04  5.926307e+07 2017-11-30   34.340000   \n",
       "\n",
       "                   low_limit  next_day_high_limit  next_day_low_limit  \\\n",
       "date       code                                                         \n",
       "2017-01-03 000001   0.000000                10.08                8.24   \n",
       "           000002   9.427589                22.80               18.66   \n",
       "           000004  22.800000                48.90               40.01   \n",
       "2017-01-04 000001  47.501539                10.08                8.24   \n",
       "           000002   9.427589                22.94               18.77   \n",
       "           000004  22.940000                49.17               40.23   \n",
       "2017-01-05 000001  47.763817                10.09                8.25   \n",
       "           000002   9.436942                23.02               18.84   \n",
       "           000004  23.020000                48.88               40.00   \n",
       "2017-01-06 000001  47.482111                10.04                8.22   \n",
       "           000002   9.390178                22.70               18.58   \n",
       "           000004  22.700000                48.36               39.56   \n",
       "2017-01-09 000001  46.976982                10.07                8.24   \n",
       "           000002   9.418236                22.73               18.59   \n",
       "           000004  22.730000                47.31               38.71   \n",
       "2017-01-10 000001  45.957010                10.07                8.24   \n",
       "           000002   9.418236                22.64               18.52   \n",
       "           000004  22.640000                47.58               38.93   \n",
       "2017-01-11 000001  46.219289                10.05                8.23   \n",
       "           000002   9.399531                22.44               18.36   \n",
       "           000004  22.440000                46.70               38.21   \n",
       "2017-01-12 000001  45.364455                10.07                8.24   \n",
       "           000004  10.070000                46.26               37.85   \n",
       "2017-01-13 000001  44.937038                10.08                8.24   \n",
       "           000002   9.427589                23.99               19.63   \n",
       "           000004  23.990000                45.10               36.90   \n",
       "2017-01-16 000001  43.810213                10.05                8.23   \n",
       "           000002   9.399531                23.10               18.90   \n",
       "           000004  23.100000                42.09               34.43   \n",
       "2017-01-17 000001  40.886294                10.07                8.24   \n",
       "...                      ...                  ...                 ...   \n",
       "2017-11-17 000001  30.590000                14.50               11.86   \n",
       "           000002  14.500000                31.79               26.01   \n",
       "           000004  31.790000                30.67               25.09   \n",
       "2017-11-20 000001  30.670000                15.68               12.83   \n",
       "           000002  15.680000                31.79               26.01   \n",
       "           000004  31.790000                30.23               24.73   \n",
       "2017-11-21 000001  30.230000                15.90               13.01   \n",
       "           000002  15.900000                34.97               28.61   \n",
       "           000004  34.970000                33.25               27.21   \n",
       "2017-11-22 000001  33.250000                16.61               13.59   \n",
       "           000002  16.610000                35.75               29.25   \n",
       "           000004  35.750000                33.04               27.04   \n",
       "2017-11-23 000001  33.040000                15.79               12.92   \n",
       "           000002  15.790000                34.43               28.17   \n",
       "           000004  34.430000                30.97               25.34   \n",
       "2017-11-24 000001  30.970000                16.02               13.10   \n",
       "           000002  16.020000                34.98               28.62   \n",
       "           000004  34.980000                30.20               24.71   \n",
       "2017-11-27 000001  30.200000                15.32               12.54   \n",
       "           000002  15.320000                34.67               28.37   \n",
       "           000004  34.670000                28.66               23.45   \n",
       "2017-11-28 000001  28.660000                15.07               12.33   \n",
       "           000002  15.070000                33.83               27.68   \n",
       "           000004  33.830000                29.01               23.73   \n",
       "2017-11-29 000001  29.010000                15.20               12.44   \n",
       "           000002  15.200000                37.20               30.44   \n",
       "           000004  37.200000                28.07               22.97   \n",
       "2017-11-30 000001  28.070000                14.72               12.04   \n",
       "           000002  14.720000                34.34               28.10   \n",
       "           000004  34.340000                28.12               23.00   \n",
       "\n",
       "                    preclose       adj  \n",
       "date       code                         \n",
       "2017-01-03 000001        NaN  0.985597  \n",
       "           000002        NaN  0.967097  \n",
       "           000004        NaN  1.000000  \n",
       "2017-01-04 000001   9.028069  0.985597  \n",
       "           000002  20.047922  0.967097  \n",
       "           000004  44.450000  1.000000  \n",
       "2017-01-05 000001   9.028069  0.985597  \n",
       "           000002  20.163973  0.967097  \n",
       "           000004  44.700000  1.000000  \n",
       "2017-01-06 000001   9.037925  0.985597  \n",
       "           000002  20.241341  0.967097  \n",
       "           000004  44.440000  1.000000  \n",
       "2017-01-09 000001   8.998501  0.985597  \n",
       "           000002  19.960883  0.967097  \n",
       "           000004  43.960000  1.000000  \n",
       "2017-01-10 000001   9.018213  0.985597  \n",
       "           000002  19.980225  0.967097  \n",
       "           000004  43.010000  1.000000  \n",
       "2017-01-11 000001   9.018213  0.985597  \n",
       "           000002  19.902857  0.967097  \n",
       "           000004  43.250000  1.000000  \n",
       "2017-01-12 000001   9.008357  0.985597  \n",
       "           000004  42.450000  1.000000  \n",
       "2017-01-13 000001   9.018213  0.985597  \n",
       "           000002  19.728780  0.967097  \n",
       "           000004  42.050000  1.000000  \n",
       "2017-01-16 000001   9.028069  0.985597  \n",
       "           000002  21.092386  0.967097  \n",
       "           000004  41.000000  1.000000  \n",
       "2017-01-17 000001   9.008357  0.985597  \n",
       "...                      ...       ...  \n",
       "2017-11-17 000001  13.100000  1.000000  \n",
       "           000002  28.940000  1.000000  \n",
       "           000004  27.810000  1.000000  \n",
       "2017-11-20 000001  13.180000  1.000000  \n",
       "           000002  28.900000  1.000000  \n",
       "           000004  27.880000  1.000000  \n",
       "2017-11-21 000001  14.250000  1.000000  \n",
       "           000002  28.900000  1.000000  \n",
       "           000004  27.480000  1.000000  \n",
       "2017-11-22 000001  14.450000  1.000000  \n",
       "           000002  31.790000  1.000000  \n",
       "           000004  30.230000  1.000000  \n",
       "2017-11-23 000001  15.100000  1.000000  \n",
       "           000002  32.500000  1.000000  \n",
       "           000004  30.040000  1.000000  \n",
       "2017-11-24 000001  14.350000  1.000000  \n",
       "           000002  31.300000  1.000000  \n",
       "           000004  28.150000  1.000000  \n",
       "2017-11-27 000001  14.560000  1.000000  \n",
       "           000002  31.800000  1.000000  \n",
       "           000004  27.450000  1.000000  \n",
       "2017-11-28 000001  13.930000  1.000000  \n",
       "           000002  31.520000  1.000000  \n",
       "           000004  26.050000  1.000000  \n",
       "2017-11-29 000001  13.700000  1.000000  \n",
       "           000002  30.750000  1.000000  \n",
       "           000004  26.370000  1.000000  \n",
       "2017-11-30 000001  13.820000  1.000000  \n",
       "           000002  33.820000  1.000000  \n",
       "           000004  25.520000  1.000000  \n",
       "\n",
       "[616 rows x 14 columns]"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 查看数据\n",
    "# 有三种方式查看数据\n",
    "\n",
    "data.show()\n",
    "data()\n",
    "data.data\n",
    "# 一般我们推荐直接用()的方式查看数据 这个数据是Pandas.Dataframe格式"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "< QA_DataStruct_Stock_day with 3 securities >\n"
     ]
    },
    {
     "ename": "NameError",
     "evalue": "name 'reverse_data' is not defined",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[0;32m<ipython-input-9-f98d1fb3a63f>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[1;32m      2\u001b[0m \u001b[0mreversed_data\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mdata\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mreverse\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m      3\u001b[0m \u001b[0mprint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mreversed_data\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m----> 4\u001b[0;31m \u001b[0mprint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mreverse_data\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
      "\u001b[0;31mNameError\u001b[0m: name 'reverse_data' is not defined"
     ]
    }
   ],
   "source": [
    "# 数据翻转 .reverse()\n",
    "reversed_data=data.reverse()\n",
    "print(reversed_data)\n",
    "print(reverse_data())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    }\n",
       "\n",
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       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th>code</th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>close</th>\n",
       "      <th>volume</th>\n",
       "      <th>amount</th>\n",
       "      <th>date</th>\n",
       "      <th>high_limit</th>\n",
       "      <th>low_limit</th>\n",
       "      <th>next_day_high_limit</th>\n",
       "      <th>next_day_low_limit</th>\n",
       "      <th>preclose</th>\n",
       "      <th>adj</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th>code</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th rowspan=\"3\" valign=\"top\">2017-01-03</th>\n",
       "      <th>000001</th>\n",
       "      <td>000001</td>\n",
       "      <td>8.978789</td>\n",
       "      <td>9.047781</td>\n",
       "      <td>8.959077</td>\n",
       "      <td>9.028069</td>\n",
       "      <td>466559.822605</td>\n",
       "      <td>420595168.0</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>10.08</td>\n",
       "      <td>8.24</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.985597</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000002</th>\n",
       "      <td>000002</td>\n",
       "      <td>19.873844</td>\n",
       "      <td>20.192986</td>\n",
       "      <td>19.873844</td>\n",
       "      <td>20.047922</td>\n",
       "      <td>224399.404054</td>\n",
       "      <td>449757472.0</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>9.748338</td>\n",
       "      <td>9.427589</td>\n",
       "      <td>22.80</td>\n",
       "      <td>18.66</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.967097</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>000004</th>\n",
       "      <td>000004</td>\n",
       "      <td>44.810000</td>\n",
       "      <td>44.840000</td>\n",
       "      <td>43.610000</td>\n",
       "      <td>44.450000</td>\n",
       "      <td>7154.000000</td>\n",
       "      <td>31737710.0</td>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>22.800000</td>\n",
       "      <td>22.800000</td>\n",
       "      <td>48.90</td>\n",
       "      <td>40.01</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                     code       open       high        low      close  \\\n",
       "date       code                                                         \n",
       "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
       "           000002  000002  19.873844  20.192986  19.873844  20.047922   \n",
       "           000004  000004  44.810000  44.840000  43.610000  44.450000   \n",
       "\n",
       "                          volume       amount       date  high_limit  \\\n",
       "date       code                                                        \n",
       "2017-01-03 000001  466559.822605  420595168.0 2017-01-03    0.000000   \n",
       "           000002  224399.404054  449757472.0 2017-01-03    9.748338   \n",
       "           000004    7154.000000   31737710.0 2017-01-03   22.800000   \n",
       "\n",
       "                   low_limit  next_day_high_limit  next_day_low_limit  \\\n",
       "date       code                                                         \n",
       "2017-01-03 000001   0.000000                10.08                8.24   \n",
       "           000002   9.427589                22.80               18.66   \n",
       "           000004  22.800000                48.90               40.01   \n",
       "\n",
       "                   preclose       adj  \n",
       "date       code                        \n",
       "2017-01-03 000001       NaN  0.985597  \n",
       "           000002       NaN  0.967097  \n",
       "           000004       NaN  1.000000  "
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 数据查询 .query()\n",
    "data.query('date==\"2017-01-03\"')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                     code       open       high        low      close  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
      "2017-01-04 000001  000001   9.018213   9.047781   9.008357   9.028069   \n",
      "2017-01-05 000001  000001   9.037925   9.047781   9.018213   9.037925   \n",
      "2017-01-06 000001  000001   9.037925   9.037925   8.978789   8.998501   \n",
      "2017-01-09 000001  000001   8.998501   9.037925   8.978789   9.018213   \n",
      "2017-01-10 000001  000001   9.018213   9.028069   9.008357   9.018213   \n",
      "2017-01-11 000001  000001   9.008357   9.037925   8.998501   9.008357   \n",
      "2017-01-12 000001  000001   8.998501   9.037925   8.998501   9.018213   \n",
      "2017-01-13 000001  000001   9.008357   9.057637   8.988645   9.028069   \n",
      "2017-01-16 000001  000001   9.018213   9.028069   8.939366   9.008357   \n",
      "2017-01-17 000001  000001   8.988645   9.028069   8.968933   9.018213   \n",
      "2017-01-18 000001  000001   9.008357   9.057637   8.998501   9.037925   \n",
      "2017-01-19 000001  000001   9.018213   9.106917   9.018213   9.047781   \n",
      "2017-01-20 000001  000001   9.037925   9.097061   9.037925   9.087205   \n",
      "2017-01-23 000001  000001   9.087205   9.126629   9.067493   9.087205   \n",
      "2017-01-24 000001  000001   9.097061   9.146341   9.067493   9.136485   \n",
      "2017-01-25 000001  000001   9.136485   9.146341   9.116773   9.126629   \n",
      "2017-01-26 000001  000001   9.136485   9.205477   9.126629   9.195621   \n",
      "2017-02-03 000001  000001   9.205477   9.225189   9.097061   9.126629   \n",
      "2017-02-06 000001  000001   9.126629   9.185765   9.126629   9.175909   \n",
      "2017-02-07 000001  000001   9.175909   9.185765   9.136485   9.166053   \n",
      "2017-02-08 000001  000001   9.156197   9.166053   9.106917   9.166053   \n",
      "2017-02-09 000001  000001   9.166053   9.195621   9.146341   9.175909   \n",
      "2017-02-10 000001  000001   9.185765   9.225189   9.175909   9.195621   \n",
      "2017-02-13 000001  000001   9.205477   9.304036   9.195621   9.274469   \n",
      "2017-02-14 000001  000001   9.274469   9.284325   9.235045   9.264613   \n",
      "2017-02-15 000001  000001   9.264613   9.402596   9.254757   9.313892   \n",
      "2017-02-16 000001  000001   9.313892   9.363172   9.284325   9.323748   \n",
      "2017-02-17 000001  000001   9.323748   9.353316   9.235045   9.254757   \n",
      "2017-02-20 000001  000001   9.264613   9.442020   9.264613   9.422308   \n",
      "...                   ...        ...        ...        ...        ...   \n",
      "2017-10-20 000001  000001  11.590000  11.590000  11.410000  11.480000   \n",
      "2017-10-23 000001  000001  11.390000  11.400000  11.150000  11.190000   \n",
      "2017-10-24 000001  000001  11.200000  11.420000  11.180000  11.390000   \n",
      "2017-10-25 000001  000001  11.360000  11.370000  11.250000  11.270000   \n",
      "2017-10-26 000001  000001  11.250000  11.320000  11.120000  11.180000   \n",
      "2017-10-27 000001  000001  11.190000  11.560000  11.180000  11.560000   \n",
      "2017-10-30 000001  000001  11.550000  11.730000  11.450000  11.560000   \n",
      "2017-10-31 000001  000001  11.550000  11.580000  11.390000  11.540000   \n",
      "2017-11-01 000001  000001  11.560000  11.590000  11.320000  11.400000   \n",
      "2017-11-02 000001  000001  11.360000  11.580000  11.260000  11.540000   \n",
      "2017-11-03 000001  000001  11.490000  11.680000  11.350000  11.390000   \n",
      "2017-11-06 000001  000001  11.420000  11.420000  11.090000  11.280000   \n",
      "2017-11-07 000001  000001  11.270000  12.090000  11.250000  11.920000   \n",
      "2017-11-08 000001  000001  12.000000  12.590000  11.930000  12.130000   \n",
      "2017-11-09 000001  000001  12.200000  12.570000  12.150000  12.330000   \n",
      "2017-11-10 000001  000001  12.370000  12.550000  12.150000  12.300000   \n",
      "2017-11-13 000001  000001  12.350000  13.100000  12.350000  12.900000   \n",
      "2017-11-14 000001  000001  12.950000  13.260000  12.810000  12.950000   \n",
      "2017-11-15 000001  000001  12.900000  13.130000  12.770000  12.900000   \n",
      "2017-11-16 000001  000001  12.900000  13.120000  12.670000  13.100000   \n",
      "2017-11-17 000001  000001  13.170000  13.460000  13.030000  13.180000   \n",
      "2017-11-20 000001  000001  13.130000  14.250000  13.050000  14.250000   \n",
      "2017-11-21 000001  000001  14.070000  14.790000  14.010000  14.450000   \n",
      "2017-11-22 000001  000001  14.480000  15.240000  14.480000  15.100000   \n",
      "2017-11-23 000001  000001  15.150000  15.240000  14.070000  14.350000   \n",
      "2017-11-24 000001  000001  14.290000  14.590000  13.780000  14.560000   \n",
      "2017-11-27 000001  000001  14.300000  14.300000  13.750000  13.930000   \n",
      "2017-11-28 000001  000001  13.850000  13.850000  13.400000  13.700000   \n",
      "2017-11-29 000001  000001  13.730000  13.930000  13.470000  13.820000   \n",
      "2017-11-30 000001  000001  13.700000  13.730000  13.260000  13.380000   \n",
      "\n",
      "                         volume        amount       date  high_limit  \\\n",
      "date       code                                                        \n",
      "2017-01-03 000001  4.665598e+05  4.205952e+08 2017-01-03    0.000000   \n",
      "2017-01-04 000001  4.558952e+05  4.115035e+08 2017-01-04   48.195697   \n",
      "2017-01-05 000001  3.494044e+05  3.157697e+08 2017-01-05   48.461809   \n",
      "2017-01-06 000001  3.633878e+05  3.271764e+08 2017-01-06   48.175985   \n",
      "2017-01-09 000001  3.663576e+05  3.299946e+08 2017-01-09   47.663475   \n",
      "2017-01-10 000001  2.445756e+05  2.205751e+08 2017-01-10   46.628598   \n",
      "2017-01-11 000001  3.078641e+05  2.775532e+08 2017-01-11   46.894709   \n",
      "2017-01-12 000001  4.342606e+05  3.918694e+08 2017-01-12   46.027384   \n",
      "2017-01-13 000001  4.406476e+05  3.976019e+08 2017-01-13   45.593721   \n",
      "2017-01-16 000001  6.931484e+05  6.230258e+08 2017-01-16   44.450428   \n",
      "2017-01-17 000001  5.535244e+05  4.981797e+08 2017-01-17   41.483781   \n",
      "2017-01-18 000001  5.826610e+05  5.264266e+08 2017-01-18   40.517896   \n",
      "2017-01-19 000001  4.441085e+05  4.024456e+08 2017-01-19   40.281353   \n",
      "2017-01-20 000001  3.990759e+05  3.618652e+08 2017-01-20   38.694541   \n",
      "2017-01-23 000001  4.264410e+05  3.880191e+08 2017-01-23   39.552011   \n",
      "2017-01-24 000001  4.771159e+05  4.347877e+08 2017-01-24   40.724871   \n",
      "2017-01-25 000001  3.088493e+05  2.819763e+08 2017-01-25   41.878020   \n",
      "2017-01-26 000001  4.268600e+05  3.918443e+08 2017-01-26   41.473925   \n",
      "2017-02-03 000001  3.200821e+05  2.926180e+08 2017-02-03   41.513349   \n",
      "2017-02-06 000001  5.243380e+05  4.804413e+08 2017-02-06   41.828740   \n",
      "2017-02-07 000001  4.026838e+05  3.687553e+08 2017-02-07   42.528514   \n",
      "2017-02-08 000001  3.655368e+05  3.339754e+08 2017-02-08   42.498946   \n",
      "2017-02-09 000001  3.478653e+05  3.192010e+08 2017-02-09   42.459522   \n",
      "2017-02-10 000001  4.897975e+05  4.507013e+08 2017-02-10   43.277568   \n",
      "2017-02-13 000001  6.476927e+05  5.999510e+08 2017-02-13   41.956868   \n",
      "2017-02-14 000001  3.677000e+05  3.403184e+08 2017-02-14   41.976580   \n",
      "2017-02-15 000001  7.676697e+05  7.167597e+08 2017-02-15   41.848452   \n",
      "2017-02-16 000001  4.171695e+05  3.886362e+08 2017-02-16   41.119110   \n",
      "2017-02-17 000001  4.299668e+05  4.001618e+08 2017-02-17   41.592197   \n",
      "2017-02-20 000001  9.118889e+05  8.557108e+08 2017-02-20   40.872711   \n",
      "...                         ...           ...        ...         ...   \n",
      "2017-10-20 000001  4.618080e+05  5.297470e+08 2017-10-20   27.480000   \n",
      "2017-10-23 000001  1.074465e+06  1.206888e+09 2017-10-23   27.600000   \n",
      "2017-10-24 000001  6.188710e+05  7.008969e+08 2017-10-24   27.620000   \n",
      "2017-10-25 000001  4.185730e+05  4.727082e+08 2017-10-25   27.500000   \n",
      "2017-10-26 000001  9.289960e+05  1.041707e+09 2017-10-26   27.560000   \n",
      "2017-10-27 000001  1.360086e+06  1.548544e+09 2017-10-27   27.360000   \n",
      "2017-10-30 000001  1.278246e+06  1.484495e+09 2017-10-30   26.680000   \n",
      "2017-10-31 000001  6.274910e+05  7.212375e+08 2017-10-31   26.260000   \n",
      "2017-11-01 000001  6.926170e+05  7.928810e+08 2017-11-01   26.030000   \n",
      "2017-11-02 000001  6.043080e+05  6.892299e+08 2017-11-02   26.050000   \n",
      "2017-11-03 000001  7.433430e+05  8.520321e+08 2017-11-03   25.960000   \n",
      "2017-11-06 000001  1.029902e+06  1.157304e+09 2017-11-06   25.480000   \n",
      "2017-11-07 000001  2.477163e+06  2.914269e+09 2017-11-07   25.530000   \n",
      "2017-11-08 000001  4.262825e+06  5.199224e+09 2017-11-08   25.670000   \n",
      "2017-11-09 000001  2.295289e+06  2.839862e+09 2017-11-09   25.850000   \n",
      "2017-11-10 000001  1.757552e+06  2.167127e+09 2017-11-10   25.930000   \n",
      "2017-11-13 000001  2.566906e+06  3.307955e+09 2017-11-13   28.520000   \n",
      "2017-11-14 000001  1.780302e+06  2.318093e+09 2017-11-14   27.230000   \n",
      "2017-11-15 000001  1.263052e+06  1.627913e+09 2017-11-15   26.620000   \n",
      "2017-11-16 000001  1.200814e+06  1.550702e+09 2017-11-16   29.280000   \n",
      "2017-11-17 000001  2.064149e+06  2.731216e+09 2017-11-17   30.590000   \n",
      "2017-11-20 000001  2.843925e+06  3.860145e+09 2017-11-20   30.670000   \n",
      "2017-11-21 000001  2.495327e+06  3.609849e+09 2017-11-21   30.230000   \n",
      "2017-11-22 000001  2.570231e+06  3.839501e+09 2017-11-22   33.250000   \n",
      "2017-11-23 000001  2.429142e+06  3.562843e+09 2017-11-23   33.040000   \n",
      "2017-11-24 000001  2.630189e+06  3.732597e+09 2017-11-24   30.970000   \n",
      "2017-11-27 000001  2.064085e+06  2.878492e+09 2017-11-27   30.200000   \n",
      "2017-11-28 000001  1.766432e+06  2.396540e+09 2017-11-28   28.660000   \n",
      "2017-11-29 000001  1.564094e+06  2.148313e+09 2017-11-29   29.010000   \n",
      "2017-11-30 000001  1.379635e+06  1.866701e+09 2017-11-30   28.070000   \n",
      "\n",
      "                   low_limit  next_day_high_limit  next_day_low_limit  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001   0.000000                10.08                8.24   \n",
      "2017-01-04 000001  47.501539                10.08                8.24   \n",
      "2017-01-05 000001  47.763817                10.09                8.25   \n",
      "2017-01-06 000001  47.482111                10.04                8.22   \n",
      "2017-01-09 000001  46.976982                10.07                8.24   \n",
      "2017-01-10 000001  45.957010                10.07                8.24   \n",
      "2017-01-11 000001  46.219289                10.05                8.23   \n",
      "2017-01-12 000001  45.364455                10.07                8.24   \n",
      "2017-01-13 000001  44.937038                10.08                8.24   \n",
      "2017-01-16 000001  43.810213                10.05                8.23   \n",
      "2017-01-17 000001  40.886294                10.07                8.24   \n",
      "2017-01-18 000001  39.934320                10.09                8.25   \n",
      "2017-01-19 000001  39.701184                10.10                8.26   \n",
      "2017-01-20 000001  38.137227                10.14                8.30   \n",
      "2017-01-23 000001  38.982347                10.14                8.30   \n",
      "2017-01-24 000001  40.138314                10.20                8.34   \n",
      "2017-01-25 000001  41.274854                10.19                8.33   \n",
      "2017-01-26 000001  40.876580                10.26                8.40   \n",
      "2017-02-03 000001  40.915436                10.19                8.33   \n",
      "2017-02-06 000001  41.226284                10.24                8.38   \n",
      "2017-02-07 000001  41.915979                10.23                8.37   \n",
      "2017-02-08 000001  41.886837                10.23                8.37   \n",
      "2017-02-09 000001  41.847981                10.24                8.38   \n",
      "2017-02-10 000001  42.654245                10.26                8.40   \n",
      "2017-02-13 000001  41.352567                10.35                8.47   \n",
      "2017-02-14 000001  41.371995                10.34                8.46   \n",
      "2017-02-15 000001  41.245712                10.40                8.51   \n",
      "2017-02-16 000001  40.526875                10.41                8.51   \n",
      "2017-02-17 000001  40.993148                10.33                8.45   \n",
      "2017-02-20 000001  40.284025                10.52                8.60   \n",
      "...                      ...                  ...                 ...   \n",
      "2017-10-20 000001  27.480000                12.63               10.33   \n",
      "2017-10-23 000001  27.600000                12.31               10.07   \n",
      "2017-10-24 000001  27.620000                12.53               10.25   \n",
      "2017-10-25 000001  27.500000                12.40               10.14   \n",
      "2017-10-26 000001  27.560000                12.30               10.06   \n",
      "2017-10-27 000001  27.360000                12.72               10.40   \n",
      "2017-10-30 000001  26.680000                12.72               10.40   \n",
      "2017-10-31 000001  26.260000                12.69               10.39   \n",
      "2017-11-01 000001  26.030000                12.54               10.26   \n",
      "2017-11-02 000001  26.050000                12.69               10.39   \n",
      "2017-11-03 000001  25.960000                12.53               10.25   \n",
      "2017-11-06 000001  25.480000                12.41               10.15   \n",
      "2017-11-07 000001  25.530000                13.11               10.73   \n",
      "2017-11-08 000001  25.670000                13.34               10.92   \n",
      "2017-11-09 000001  25.850000                13.56               11.10   \n",
      "2017-11-10 000001  25.930000                13.53               11.07   \n",
      "2017-11-13 000001  28.520000                14.19               11.61   \n",
      "2017-11-14 000001  27.230000                14.25               11.66   \n",
      "2017-11-15 000001  26.620000                14.19               11.61   \n",
      "2017-11-16 000001  29.280000                14.41               11.79   \n",
      "2017-11-17 000001  30.590000                14.50               11.86   \n",
      "2017-11-20 000001  30.670000                15.68               12.83   \n",
      "2017-11-21 000001  30.230000                15.90               13.01   \n",
      "2017-11-22 000001  33.250000                16.61               13.59   \n",
      "2017-11-23 000001  33.040000                15.79               12.92   \n",
      "2017-11-24 000001  30.970000                16.02               13.10   \n",
      "2017-11-27 000001  30.200000                15.32               12.54   \n",
      "2017-11-28 000001  28.660000                15.07               12.33   \n",
      "2017-11-29 000001  29.010000                15.20               12.44   \n",
      "2017-11-30 000001  28.070000                14.72               12.04   \n",
      "\n",
      "                    preclose       adj  \n",
      "date       code                         \n",
      "2017-01-03 000001        NaN  0.985597  \n",
      "2017-01-04 000001   9.028069  0.985597  \n",
      "2017-01-05 000001   9.028069  0.985597  \n",
      "2017-01-06 000001   9.037925  0.985597  \n",
      "2017-01-09 000001   8.998501  0.985597  \n",
      "2017-01-10 000001   9.018213  0.985597  \n",
      "2017-01-11 000001   9.018213  0.985597  \n",
      "2017-01-12 000001   9.008357  0.985597  \n",
      "2017-01-13 000001   9.018213  0.985597  \n",
      "2017-01-16 000001   9.028069  0.985597  \n",
      "2017-01-17 000001   9.008357  0.985597  \n",
      "2017-01-18 000001   9.018213  0.985597  \n",
      "2017-01-19 000001   9.037925  0.985597  \n",
      "2017-01-20 000001   9.047781  0.985597  \n",
      "2017-01-23 000001   9.087205  0.985597  \n",
      "2017-01-24 000001   9.087205  0.985597  \n",
      "2017-01-25 000001   9.136485  0.985597  \n",
      "2017-01-26 000001   9.126629  0.985597  \n",
      "2017-02-03 000001   9.195621  0.985597  \n",
      "2017-02-06 000001   9.126629  0.985597  \n",
      "2017-02-07 000001   9.175909  0.985597  \n",
      "2017-02-08 000001   9.166053  0.985597  \n",
      "2017-02-09 000001   9.166053  0.985597  \n",
      "2017-02-10 000001   9.175909  0.985597  \n",
      "2017-02-13 000001   9.195621  0.985597  \n",
      "2017-02-14 000001   9.274469  0.985597  \n",
      "2017-02-15 000001   9.264613  0.985597  \n",
      "2017-02-16 000001   9.313892  0.985597  \n",
      "2017-02-17 000001   9.323748  0.985597  \n",
      "2017-02-20 000001   9.254757  0.985597  \n",
      "...                      ...       ...  \n",
      "2017-10-20 000001  11.630000  1.000000  \n",
      "2017-10-23 000001  11.480000  1.000000  \n",
      "2017-10-24 000001  11.190000  1.000000  \n",
      "2017-10-25 000001  11.390000  1.000000  \n",
      "2017-10-26 000001  11.270000  1.000000  \n",
      "2017-10-27 000001  11.180000  1.000000  \n",
      "2017-10-30 000001  11.560000  1.000000  \n",
      "2017-10-31 000001  11.560000  1.000000  \n",
      "2017-11-01 000001  11.540000  1.000000  \n",
      "2017-11-02 000001  11.400000  1.000000  \n",
      "2017-11-03 000001  11.540000  1.000000  \n",
      "2017-11-06 000001  11.390000  1.000000  \n",
      "2017-11-07 000001  11.280000  1.000000  \n",
      "2017-11-08 000001  11.920000  1.000000  \n",
      "2017-11-09 000001  12.130000  1.000000  \n",
      "2017-11-10 000001  12.330000  1.000000  \n",
      "2017-11-13 000001  12.300000  1.000000  \n",
      "2017-11-14 000001  12.900000  1.000000  \n",
      "2017-11-15 000001  12.950000  1.000000  \n",
      "2017-11-16 000001  12.900000  1.000000  \n",
      "2017-11-17 000001  13.100000  1.000000  \n",
      "2017-11-20 000001  13.180000  1.000000  \n",
      "2017-11-21 000001  14.250000  1.000000  \n",
      "2017-11-22 000001  14.450000  1.000000  \n",
      "2017-11-23 000001  15.100000  1.000000  \n",
      "2017-11-24 000001  14.350000  1.000000  \n",
      "2017-11-27 000001  14.560000  1.000000  \n",
      "2017-11-28 000001  13.930000  1.000000  \n",
      "2017-11-29 000001  13.700000  1.000000  \n",
      "2017-11-30 000001  13.820000  1.000000  \n",
      "\n",
      "[223 rows x 14 columns]\n"
     ]
    }
   ],
   "source": [
    "# 数据筛选- 选取某一只股票的数据 select_code\n",
    "data.select_code('000001')\n",
    "print(data.select_code('000001')())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                     code       open       high        low      close  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001  000001   8.978789   9.047781   8.959077   9.028069   \n",
      "           000002  000002  19.873844  20.192986  19.873844  20.047922   \n",
      "           000004  000004  44.810000  44.840000  43.610000  44.450000   \n",
      "2017-01-04 000001  000001   9.018213   9.047781   9.008357   9.028069   \n",
      "           000002  000002  20.057593  20.260683  19.777135  20.163973   \n",
      "           000004  000004  44.430000  44.820000  44.010000  44.700000   \n",
      "2017-01-05 000001  000001   9.037925   9.047781   9.018213   9.037925   \n",
      "           000002  000002  20.163973  20.531470  20.096277  20.241341   \n",
      "           000004  000004  44.520000  45.280000  44.400000  44.440000   \n",
      "2017-01-06 000001  000001   9.037925   9.037925   8.978789   8.998501   \n",
      "           000002  000002  20.251012  20.347722  19.931870  19.960883   \n",
      "           000004  000004  44.350000  44.730000  43.920000  43.960000   \n",
      "2017-01-09 000001  000001   8.998501   9.037925   8.978789   9.018213   \n",
      "           000002  000002  19.922199  20.067264  19.854502  19.980225   \n",
      "           000004  000004  43.400000  43.960000  42.510000  43.010000   \n",
      "2017-01-10 000001  000001   9.018213   9.028069   9.008357   9.018213   \n",
      "           000002  000002  19.989896  20.009238  19.844831  19.902857   \n",
      "           000004  000004  43.170000  43.870000  43.170000  43.250000   \n",
      "2017-01-11 000001  000001   9.008357   9.037925   8.998501   9.008357   \n",
      "           000002  000002  19.844831  19.951212  19.728780  19.728780   \n",
      "           000004  000004  43.000000  43.350000  42.450000  42.450000   \n",
      "2017-01-12 000001  000001   8.998501   9.037925   8.998501   9.018213   \n",
      "           000004  000004  42.100000  42.780000  42.040000  42.050000   \n",
      "2017-01-13 000001  000001   9.008357   9.057637   8.988645   9.028069   \n",
      "           000002  000002  20.309038  21.662974  20.212328  21.092386   \n",
      "           000004  000004  42.050000  42.370000  40.900000  41.000000   \n",
      "2017-01-16 000001  000001   9.018213   9.028069   8.939366   9.008357   \n",
      "           000002  000002  21.092386  21.092386  19.641741  20.309038   \n",
      "           000004  000004  40.690000  40.690000  36.900000  38.260000   \n",
      "2017-01-17 000001  000001   8.988645   9.028069   8.968933   9.018213   \n",
      "           000002  000002  20.047922  20.270354  19.719109  20.115618   \n",
      "           000004  000004  38.090000  38.090000  36.220000  37.370000   \n",
      "2017-01-18 000001  000001   9.008357   9.057637   8.998501   9.037925   \n",
      "           000002  000002  19.989896  20.483115  19.854502  20.231670   \n",
      "           000004  000004  37.610000  37.610000  36.750000  37.150000   \n",
      "2017-01-19 000001  000001   9.018213   9.106917   9.018213   9.047781   \n",
      "           000002  000002  20.018909  20.192986  19.873844  19.922199   \n",
      "           000004  000004  36.610000  36.650000  34.930000  35.690000   \n",
      "2017-01-20 000001  000001   9.037925   9.097061   9.037925   9.087205   \n",
      "           000002  000002  19.922199  20.144631  19.864173  19.999567   \n",
      "           000004  000004  35.660000  36.650000  35.110000  36.480000   \n",
      "2017-01-23 000001  000001   9.087205   9.126629   9.067493   9.087205   \n",
      "           000002  000002  20.018909  20.163973  20.018909  20.057593   \n",
      "           000004  000004  36.360000  37.880000  36.050000  37.560000   \n",
      "2017-01-24 000001  000001   9.097061   9.146341   9.067493   9.136485   \n",
      "           000002  000002  20.086606  20.115618  19.970554  20.009238   \n",
      "           000004  000004  38.000000  39.400000  37.890000  38.630000   \n",
      "2017-01-25 000001  000001   9.136485   9.146341   9.116773   9.126629   \n",
      "           000002  000002  19.999567  20.047922  19.844831  19.931870   \n",
      "           000004  000004  38.540000  39.000000  37.620000  38.250000   \n",
      "2017-01-26 000001  000001   9.136485   9.205477   9.126629   9.195621   \n",
      "           000002  000002  19.970554  20.086606  19.970554  19.999567   \n",
      "           000004  000004  38.230000  38.990000  38.010000  38.290000   \n",
      "\n",
      "                         volume        amount       date  high_limit  \\\n",
      "date       code                                                        \n",
      "2017-01-03 000001  4.665598e+05  4.205952e+08 2017-01-03    0.000000   \n",
      "           000002  2.243994e+05  4.497575e+08 2017-01-03    9.748338   \n",
      "           000004  7.154000e+03  3.173771e+07 2017-01-03   22.800000   \n",
      "2017-01-04 000001  4.558952e+05  4.115035e+08 2017-01-04   48.195697   \n",
      "           000002  3.428343e+05  6.867453e+08 2017-01-04    9.748338   \n",
      "           000004  8.719000e+03  3.870339e+07 2017-01-04   22.940000   \n",
      "2017-01-05 000001  3.494044e+05  3.157697e+08 2017-01-05   48.461809   \n",
      "           000002  3.206762e+05  6.514861e+08 2017-01-05    9.758009   \n",
      "           000004  1.025900e+04  4.605712e+07 2017-01-05   23.020000   \n",
      "2017-01-06 000001  3.633878e+05  3.271764e+08 2017-01-06   48.175985   \n",
      "           000002  2.439455e+05  4.890327e+08 2017-01-06    9.709654   \n",
      "           000004  6.651000e+03  2.947450e+07 2017-01-06   22.700000   \n",
      "2017-01-09 000001  3.663576e+05  3.299946e+08 2017-01-09   47.663475   \n",
      "           000002  1.560898e+05  3.116738e+08 2017-01-09    9.738667   \n",
      "           000004  1.240400e+04  5.339200e+07 2017-01-09   22.730000   \n",
      "2017-01-10 000001  2.445756e+05  2.205751e+08 2017-01-10   46.628598   \n",
      "           000002  1.645864e+05  3.277669e+08 2017-01-10    9.738667   \n",
      "           000004  1.052700e+04  4.581176e+07 2017-01-10   22.640000   \n",
      "2017-01-11 000001  3.078641e+05  2.775532e+08 2017-01-11   46.894709   \n",
      "           000002  1.743899e+05  3.454215e+08 2017-01-11    9.719325   \n",
      "           000004  1.066800e+04  4.570020e+07 2017-01-11   22.440000   \n",
      "2017-01-12 000001  4.342606e+05  3.918694e+08 2017-01-12   46.027384   \n",
      "           000004  7.659000e+03  3.249995e+07 2017-01-12   10.070000   \n",
      "2017-01-13 000001  4.406476e+05  3.976019e+08 2017-01-13   45.593721   \n",
      "           000002  1.100475e+06  2.322229e+09 2017-01-13    9.748338   \n",
      "           000004  9.700000e+03  4.031344e+07 2017-01-13   23.990000   \n",
      "2017-01-16 000001  6.931484e+05  6.230258e+08 2017-01-16   44.450428   \n",
      "           000002  5.720625e+05  1.157108e+09 2017-01-16    9.719325   \n",
      "           000004  1.674900e+04  6.417067e+07 2017-01-16   23.100000   \n",
      "2017-01-17 000001  5.535244e+05  4.981797e+08 2017-01-17   41.483781   \n",
      "           000002  3.319625e+05  6.632974e+08 2017-01-17    9.738667   \n",
      "           000004  2.161300e+04  7.987761e+07 2017-01-17   22.880000   \n",
      "2017-01-18 000001  5.826610e+05  5.264266e+08 2017-01-18   40.517896   \n",
      "           000002  3.358215e+05  6.792885e+08 2017-01-18    9.758009   \n",
      "           000004  1.210900e+04  4.490280e+07 2017-01-18   23.010000   \n",
      "2017-01-19 000001  4.441085e+05  4.024456e+08 2017-01-19   40.281353   \n",
      "           000002  2.242670e+05  4.488158e+08 2017-01-19    9.767680   \n",
      "           000004  2.176000e+04  7.752554e+07 2017-01-19   22.660000   \n",
      "2017-01-20 000001  3.990759e+05  3.618652e+08 2017-01-20   38.694541   \n",
      "           000002  2.223696e+05  4.449215e+08 2017-01-20    9.806364   \n",
      "           000004  1.422600e+04  5.133604e+07 2017-01-20   22.750000   \n",
      "2017-01-23 000001  4.264410e+05  3.880191e+08 2017-01-23   39.552011   \n",
      "           000002  1.616932e+05  3.245816e+08 2017-01-23    9.806364   \n",
      "           000004  1.172000e+04  4.329103e+07 2017-01-23   22.810000   \n",
      "2017-01-24 000001  4.771159e+05  4.347877e+08 2017-01-24   40.724871   \n",
      "           000002  1.647384e+05  3.301404e+08 2017-01-24    9.864390   \n",
      "           000004  2.154600e+04  8.388516e+07 2017-01-24   22.760000   \n",
      "2017-01-25 000001  3.088493e+05  2.819763e+08 2017-01-25   41.878020   \n",
      "           000002  1.599085e+05  3.192645e+08 2017-01-25    9.854719   \n",
      "           000004  1.108600e+04  4.255951e+07 2017-01-25   22.670000   \n",
      "2017-01-26 000001  4.268600e+05  3.918443e+08 2017-01-26   41.473925   \n",
      "           000002  1.460536e+05  2.924237e+08 2017-01-26    9.922416   \n",
      "           000004  9.294000e+03  3.594220e+07 2017-01-26   22.750000   \n",
      "\n",
      "                   low_limit  next_day_high_limit  next_day_low_limit  \\\n",
      "date       code                                                         \n",
      "2017-01-03 000001   0.000000                10.08                8.24   \n",
      "           000002   9.427589                22.80               18.66   \n",
      "           000004  22.800000                48.90               40.01   \n",
      "2017-01-04 000001  47.501539                10.08                8.24   \n",
      "           000002   9.427589                22.94               18.77   \n",
      "           000004  22.940000                49.17               40.23   \n",
      "2017-01-05 000001  47.763817                10.09                8.25   \n",
      "           000002   9.436942                23.02               18.84   \n",
      "           000004  23.020000                48.88               40.00   \n",
      "2017-01-06 000001  47.482111                10.04                8.22   \n",
      "           000002   9.390178                22.70               18.58   \n",
      "           000004  22.700000                48.36               39.56   \n",
      "2017-01-09 000001  46.976982                10.07                8.24   \n",
      "           000002   9.418236                22.73               18.59   \n",
      "           000004  22.730000                47.31               38.71   \n",
      "2017-01-10 000001  45.957010                10.07                8.24   \n",
      "           000002   9.418236                22.64               18.52   \n",
      "           000004  22.640000                47.58               38.93   \n",
      "2017-01-11 000001  46.219289                10.05                8.23   \n",
      "           000002   9.399531                22.44               18.36   \n",
      "           000004  22.440000                46.70               38.21   \n",
      "2017-01-12 000001  45.364455                10.07                8.24   \n",
      "           000004  10.070000                46.26               37.85   \n",
      "2017-01-13 000001  44.937038                10.08                8.24   \n",
      "           000002   9.427589                23.99               19.63   \n",
      "           000004  23.990000                45.10               36.90   \n",
      "2017-01-16 000001  43.810213                10.05                8.23   \n",
      "           000002   9.399531                23.10               18.90   \n",
      "           000004  23.100000                42.09               34.43   \n",
      "2017-01-17 000001  40.886294                10.07                8.24   \n",
      "           000002   9.418236                22.88               18.72   \n",
      "           000004  22.880000                41.11               33.63   \n",
      "2017-01-18 000001  39.934320                10.09                8.25   \n",
      "           000002   9.436942                23.01               18.83   \n",
      "           000004  23.010000                40.87               33.44   \n",
      "2017-01-19 000001  39.701184                10.10                8.26   \n",
      "           000002   9.446295                22.66               18.54   \n",
      "           000004  22.660000                39.26               32.12   \n",
      "2017-01-20 000001  38.137227                10.14                8.30   \n",
      "           000002   9.483706                22.75               18.61   \n",
      "           000004  22.750000                40.13               32.83   \n",
      "2017-01-23 000001  38.982347                10.14                8.30   \n",
      "           000002   9.483706                22.81               18.67   \n",
      "           000004  22.810000                41.32               33.80   \n",
      "2017-01-24 000001  40.138314                10.20                8.34   \n",
      "           000002   9.539822                22.76               18.62   \n",
      "           000004  22.760000                42.49               34.77   \n",
      "2017-01-25 000001  41.274854                10.19                8.33   \n",
      "           000002   9.530469                22.67               18.55   \n",
      "           000004  22.670000                42.08               34.43   \n",
      "2017-01-26 000001  40.876580                10.26                8.40   \n",
      "           000002   9.595939                22.75               18.61   \n",
      "           000004  22.750000                42.12               34.46   \n",
      "\n",
      "                    preclose       adj  \n",
      "date       code                         \n",
      "2017-01-03 000001        NaN  0.985597  \n",
      "           000002        NaN  0.967097  \n",
      "           000004        NaN  1.000000  \n",
      "2017-01-04 000001   9.028069  0.985597  \n",
      "           000002  20.047922  0.967097  \n",
      "           000004  44.450000  1.000000  \n",
      "2017-01-05 000001   9.028069  0.985597  \n",
      "           000002  20.163973  0.967097  \n",
      "           000004  44.700000  1.000000  \n",
      "2017-01-06 000001   9.037925  0.985597  \n",
      "           000002  20.241341  0.967097  \n",
      "           000004  44.440000  1.000000  \n",
      "2017-01-09 000001   8.998501  0.985597  \n",
      "           000002  19.960883  0.967097  \n",
      "           000004  43.960000  1.000000  \n",
      "2017-01-10 000001   9.018213  0.985597  \n",
      "           000002  19.980225  0.967097  \n",
      "           000004  43.010000  1.000000  \n",
      "2017-01-11 000001   9.018213  0.985597  \n",
      "           000002  19.902857  0.967097  \n",
      "           000004  43.250000  1.000000  \n",
      "2017-01-12 000001   9.008357  0.985597  \n",
      "           000004  42.450000  1.000000  \n",
      "2017-01-13 000001   9.018213  0.985597  \n",
      "           000002  19.728780  0.967097  \n",
      "           000004  42.050000  1.000000  \n",
      "2017-01-16 000001   9.028069  0.985597  \n",
      "           000002  21.092386  0.967097  \n",
      "           000004  41.000000  1.000000  \n",
      "2017-01-17 000001   9.008357  0.985597  \n",
      "           000002  20.309038  0.967097  \n",
      "           000004  38.260000  1.000000  \n",
      "2017-01-18 000001   9.018213  0.985597  \n",
      "           000002  20.115618  0.967097  \n",
      "           000004  37.370000  1.000000  \n",
      "2017-01-19 000001   9.037925  0.985597  \n",
      "           000002  20.231670  0.967097  \n",
      "           000004  37.150000  1.000000  \n",
      "2017-01-20 000001   9.047781  0.985597  \n",
      "           000002  19.922199  0.967097  \n",
      "           000004  35.690000  1.000000  \n",
      "2017-01-23 000001   9.087205  0.985597  \n",
      "           000002  19.999567  0.967097  \n",
      "           000004  36.480000  1.000000  \n",
      "2017-01-24 000001   9.087205  0.985597  \n",
      "           000002  20.057593  0.967097  \n",
      "           000004  37.560000  1.000000  \n",
      "2017-01-25 000001   9.136485  0.985597  \n",
      "           000002  20.009238  0.967097  \n",
      "           000004  38.630000  1.000000  \n",
      "2017-01-26 000001   9.126629  0.985597  \n",
      "           000002  19.931870  0.967097  \n",
      "           000004  38.250000  1.000000  \n",
      "                     code   open   high    low  close     volume  \\\n",
      "date       code                                                    \n",
      "2017-11-01 000001  000001  11.56  11.59  11.32  11.40   692617.0   \n",
      "           000002  000002  28.96  30.54  28.73  29.15   622931.0   \n",
      "           000004  000004  23.59  23.86  23.35  23.68     5574.0   \n",
      "2017-11-02 000001  000001  11.36  11.58  11.26  11.54   604308.0   \n",
      "           000002  000002  29.30  29.48  28.68  29.45   361906.0   \n",
      "           000004  000004  23.55  23.76  23.03  23.60     7704.0   \n",
      "2017-11-03 000001  000001  11.49  11.68  11.35  11.39   743343.0   \n",
      "           000002  000002  29.23  29.52  28.05  28.19   455428.0   \n",
      "           000004  000004  23.60  23.66  23.03  23.16     4791.0   \n",
      "2017-11-06 000001  000001  11.42  11.42  11.09  11.28  1029902.0   \n",
      "           000002  000002  28.20  28.27  26.95  27.46   509485.0   \n",
      "           000004  000004  23.36  23.36  23.00  23.21     2522.0   \n",
      "2017-11-07 000001  000001  11.27  12.09  11.25  11.92  2477163.0   \n",
      "           000002  000002  27.36  27.95  27.30  27.85   379818.0   \n",
      "           000004  000004  23.34  23.36  23.15  23.34     3374.0   \n",
      "2017-11-08 000001  000001  12.00  12.59  11.93  12.13  4262825.0   \n",
      "           000002  000002  27.75  28.14  27.41  27.64   398661.0   \n",
      "           000004  000004  23.38  23.79  23.25  23.50     4295.0   \n",
      "2017-11-09 000001  000001  12.20  12.57  12.15  12.33  2295289.0   \n",
      "           000002  000002  27.52  27.79  27.30  27.67   234126.0   \n",
      "           000004  000004  23.50  23.63  23.36  23.57     3067.0   \n",
      "2017-11-10 000001  000001  12.37  12.55  12.15  12.30  1757552.0   \n",
      "           000002  000002  27.60  27.83  27.36  27.51   305912.0   \n",
      "           000004  000004  23.57  25.93  23.53  25.93    55536.0   \n",
      "2017-11-13 000001  000001  12.35  13.10  12.35  12.90  2566906.0   \n",
      "           000002  000002  27.45  27.49  26.80  27.06   347146.0   \n",
      "           000004  000004  25.79  25.99  24.58  24.75    34272.0   \n",
      "2017-11-14 000001  000001  12.95  13.26  12.81  12.95  1780302.0   \n",
      "           000002  000002  27.05  28.50  26.70  28.50   735825.0   \n",
      "           000004  000004  24.54  25.24  24.20  24.20    18421.0   \n",
      "...                   ...    ...    ...    ...    ...        ...   \n",
      "2017-11-17 000001  000001  13.17  13.46  13.03  13.18  2064149.0   \n",
      "           000002  000002  28.85  29.60  28.60  28.90   563944.0   \n",
      "           000004  000004  27.66  29.38  26.10  27.88    60343.0   \n",
      "2017-11-20 000001  000001  13.13  14.25  13.05  14.25  2843925.0   \n",
      "           000002  000002  28.80  29.01  27.48  28.90   395088.0   \n",
      "           000004  000004  28.23  28.75  27.00  27.48    43452.0   \n",
      "2017-11-21 000001  000001  14.07  14.79  14.01  14.45  2495327.0   \n",
      "           000002  000002  28.54  31.79  28.54  31.79  1081788.0   \n",
      "           000004  000004  27.19  30.23  26.52  30.23    64583.0   \n",
      "2017-11-22 000001  000001  14.48  15.24  14.48  15.10  2570231.0   \n",
      "           000002  000002  31.90  33.08  31.54  32.50  1052969.0   \n",
      "           000004  000004  29.19  31.44  29.19  30.04    64118.0   \n",
      "2017-11-23 000001  000001  15.15  15.24  14.07  14.35  2429142.0   \n",
      "           000002  000002  32.42  32.74  31.02  31.30   580325.0   \n",
      "           000004  000004  30.68  30.69  27.44  28.15    45153.0   \n",
      "2017-11-24 000001  000001  14.29  14.59  13.78  14.56  2630189.0   \n",
      "           000002  000002  31.18  32.29  30.47  31.80   524343.0   \n",
      "           000004  000004  28.18  28.96  27.00  27.45    39524.0   \n",
      "2017-11-27 000001  000001  14.30  14.30  13.75  13.93  2064085.0   \n",
      "           000002  000002  31.45  32.60  30.59  31.52   521581.0   \n",
      "           000004  000004  27.60  27.84  25.74  26.05    32284.0   \n",
      "2017-11-28 000001  000001  13.85  13.85  13.40  13.70  1766432.0   \n",
      "           000002  000002  31.09  31.35  30.10  30.75   405786.0   \n",
      "           000004  000004  25.91  26.87  25.78  26.37    31337.0   \n",
      "2017-11-29 000001  000001  13.73  13.93  13.47  13.82  1564094.0   \n",
      "           000002  000002  30.78  33.83  30.28  33.82   897712.0   \n",
      "           000004  000004  26.47  26.59  25.06  25.52    30904.0   \n",
      "2017-11-30 000001  000001  13.70  13.73  13.26  13.38  1379635.0   \n",
      "           000002  000002  33.10  33.40  30.68  31.22  1000665.0   \n",
      "           000004  000004  25.50  25.82  25.16  25.56    23286.0   \n",
      "\n",
      "                         amount       date  high_limit  low_limit  \\\n",
      "date       code                                                     \n",
      "2017-11-01 000001  7.928810e+08 2017-11-01       26.03      26.03   \n",
      "           000002  1.849006e+09 2017-11-01       12.54      12.54   \n",
      "           000004  1.321236e+07 2017-11-01       32.07      32.07   \n",
      "2017-11-02 000001  6.892299e+08 2017-11-02       26.05      26.05   \n",
      "           000002  1.053596e+09 2017-11-02       12.69      12.69   \n",
      "           000004  1.807467e+07 2017-11-02       32.40      32.40   \n",
      "2017-11-03 000001  8.520321e+08 2017-11-03       25.96      25.96   \n",
      "           000002  1.305014e+09 2017-11-03       12.53      12.53   \n",
      "           000004  1.121483e+07 2017-11-03       31.01      31.01   \n",
      "2017-11-06 000001  1.157304e+09 2017-11-06       25.48      25.48   \n",
      "           000002  1.395554e+09 2017-11-06       12.41      12.41   \n",
      "           000004  5.840118e+06 2017-11-06       30.21      30.21   \n",
      "2017-11-07 000001  2.914269e+09 2017-11-07       25.53      25.53   \n",
      "           000002  1.052692e+09 2017-11-07       13.11      13.11   \n",
      "           000004  7.850982e+06 2017-11-07       30.64      30.64   \n",
      "2017-11-08 000001  5.199224e+09 2017-11-08       25.67      25.67   \n",
      "           000002  1.105270e+09 2017-11-08       13.34      13.34   \n",
      "           000004  1.013779e+07 2017-11-08       30.40      30.40   \n",
      "2017-11-09 000001  2.839862e+09 2017-11-09       25.85      25.85   \n",
      "           000002  6.450924e+08 2017-11-09       13.56      13.56   \n",
      "           000004  7.221488e+06 2017-11-09       30.44      30.44   \n",
      "2017-11-10 000001  2.167127e+09 2017-11-10       25.93      25.93   \n",
      "           000002  8.419791e+08 2017-11-10       13.53      13.53   \n",
      "           000004  1.421296e+08 2017-11-10       30.26      30.26   \n",
      "2017-11-13 000001  3.307955e+09 2017-11-13       28.52      28.52   \n",
      "           000002  9.410386e+08 2017-11-13       14.19      14.19   \n",
      "           000004  8.642104e+07 2017-11-13       29.77      29.77   \n",
      "2017-11-14 000001  2.318093e+09 2017-11-14       27.23      27.23   \n",
      "           000002  2.042079e+09 2017-11-14       14.25      14.25   \n",
      "           000004  4.539726e+07 2017-11-14       31.35      31.35   \n",
      "...                         ...        ...         ...        ...   \n",
      "2017-11-17 000001  2.731216e+09 2017-11-17       30.59      30.59   \n",
      "           000002  1.639436e+09 2017-11-17       14.50      14.50   \n",
      "           000004  1.678450e+08 2017-11-17       31.79      31.79   \n",
      "2017-11-20 000001  3.860145e+09 2017-11-20       30.67      30.67   \n",
      "           000002  1.118756e+09 2017-11-20       15.68      15.68   \n",
      "           000004  1.205364e+08 2017-11-20       31.79      31.79   \n",
      "2017-11-21 000001  3.609849e+09 2017-11-21       30.23      30.23   \n",
      "           000002  3.289379e+09 2017-11-21       15.90      15.90   \n",
      "           000004  1.845711e+08 2017-11-21       34.97      34.97   \n",
      "2017-11-22 000001  3.839501e+09 2017-11-22       33.25      33.25   \n",
      "           000002  3.398211e+09 2017-11-22       16.61      16.61   \n",
      "           000004  1.937324e+08 2017-11-22       35.75      35.75   \n",
      "2017-11-23 000001  3.562843e+09 2017-11-23       33.04      33.04   \n",
      "           000002  1.851670e+09 2017-11-23       15.79      15.79   \n",
      "           000004  1.308060e+08 2017-11-23       34.43      34.43   \n",
      "2017-11-24 000001  3.732597e+09 2017-11-24       30.97      30.97   \n",
      "           000002  1.653488e+09 2017-11-24       16.02      16.02   \n",
      "           000004  1.103899e+08 2017-11-24       34.98      34.98   \n",
      "2017-11-27 000001  2.878492e+09 2017-11-27       30.20      30.20   \n",
      "           000002  1.640697e+09 2017-11-27       15.32      15.32   \n",
      "           000004  8.479705e+07 2017-11-27       34.67      34.67   \n",
      "2017-11-28 000001  2.396540e+09 2017-11-28       28.66      28.66   \n",
      "           000002  1.243496e+09 2017-11-28       15.07      15.07   \n",
      "           000004  8.275657e+07 2017-11-28       33.83      33.83   \n",
      "2017-11-29 000001  2.148313e+09 2017-11-29       29.01      29.01   \n",
      "           000002  2.894401e+09 2017-11-29       15.20      15.20   \n",
      "           000004  7.867043e+07 2017-11-29       37.20      37.20   \n",
      "2017-11-30 000001  1.866701e+09 2017-11-30       28.07      28.07   \n",
      "           000002  3.213854e+09 2017-11-30       14.72      14.72   \n",
      "           000004  5.926307e+07 2017-11-30       34.34      34.34   \n",
      "\n",
      "                   next_day_high_limit  next_day_low_limit  preclose  adj  \n",
      "date       code                                                            \n",
      "2017-11-01 000001                12.54               10.26     11.54  1.0  \n",
      "           000002                32.07               26.24     28.96  1.0  \n",
      "           000004                26.05               21.31     23.66  1.0  \n",
      "2017-11-02 000001                12.69               10.39     11.40  1.0  \n",
      "           000002                32.40               26.51     29.15  1.0  \n",
      "           000004                25.96               21.24     23.68  1.0  \n",
      "2017-11-03 000001                12.53               10.25     11.54  1.0  \n",
      "           000002                31.01               25.37     29.45  1.0  \n",
      "           000004                25.48               20.84     23.60  1.0  \n",
      "2017-11-06 000001                12.41               10.15     11.39  1.0  \n",
      "           000002                30.21               24.71     28.19  1.0  \n",
      "           000004                25.53               20.89     23.16  1.0  \n",
      "2017-11-07 000001                13.11               10.73     11.28  1.0  \n",
      "           000002                30.64               25.07     27.46  1.0  \n",
      "           000004                25.67               21.01     23.21  1.0  \n",
      "2017-11-08 000001                13.34               10.92     11.92  1.0  \n",
      "           000002                30.40               24.88     27.85  1.0  \n",
      "           000004                25.85               21.15     23.34  1.0  \n",
      "2017-11-09 000001                13.56               11.10     12.13  1.0  \n",
      "           000002                30.44               24.90     27.64  1.0  \n",
      "           000004                25.93               21.21     23.50  1.0  \n",
      "2017-11-10 000001                13.53               11.07     12.33  1.0  \n",
      "           000002                30.26               24.76     27.67  1.0  \n",
      "           000004                28.52               23.34     23.57  1.0  \n",
      "2017-11-13 000001                14.19               11.61     12.30  1.0  \n",
      "           000002                29.77               24.35     27.51  1.0  \n",
      "           000004                27.23               22.28     25.93  1.0  \n",
      "2017-11-14 000001                14.25               11.66     12.90  1.0  \n",
      "           000002                31.35               25.65     27.06  1.0  \n",
      "           000004                26.62               21.78     24.75  1.0  \n",
      "...                                ...                 ...       ...  ...  \n",
      "2017-11-17 000001                14.50               11.86     13.10  1.0  \n",
      "           000002                31.79               26.01     28.94  1.0  \n",
      "           000004                30.67               25.09     27.81  1.0  \n",
      "2017-11-20 000001                15.68               12.83     13.18  1.0  \n",
      "           000002                31.79               26.01     28.90  1.0  \n",
      "           000004                30.23               24.73     27.88  1.0  \n",
      "2017-11-21 000001                15.90               13.01     14.25  1.0  \n",
      "           000002                34.97               28.61     28.90  1.0  \n",
      "           000004                33.25               27.21     27.48  1.0  \n",
      "2017-11-22 000001                16.61               13.59     14.45  1.0  \n",
      "           000002                35.75               29.25     31.79  1.0  \n",
      "           000004                33.04               27.04     30.23  1.0  \n",
      "2017-11-23 000001                15.79               12.92     15.10  1.0  \n",
      "           000002                34.43               28.17     32.50  1.0  \n",
      "           000004                30.97               25.34     30.04  1.0  \n",
      "2017-11-24 000001                16.02               13.10     14.35  1.0  \n",
      "           000002                34.98               28.62     31.30  1.0  \n",
      "           000004                30.20               24.71     28.15  1.0  \n",
      "2017-11-27 000001                15.32               12.54     14.56  1.0  \n",
      "           000002                34.67               28.37     31.80  1.0  \n",
      "           000004                28.66               23.45     27.45  1.0  \n",
      "2017-11-28 000001                15.07               12.33     13.93  1.0  \n",
      "           000002                33.83               27.68     31.52  1.0  \n",
      "           000004                29.01               23.73     26.05  1.0  \n",
      "2017-11-29 000001                15.20               12.44     13.70  1.0  \n",
      "           000002                37.20               30.44     30.75  1.0  \n",
      "           000004                28.07               22.97     26.37  1.0  \n",
      "2017-11-30 000001                14.72               12.04     13.82  1.0  \n",
      "           000002                34.34               28.10     33.82  1.0  \n",
      "           000004                28.12               23.00     25.52  1.0  \n",
      "\n",
      "[66 rows x 14 columns]\n"
     ]
    }
   ],
   "source": [
    "# 数据筛选- 选取某一段时间内的数据\n",
    "res=data.select_time('2017-01-01','2017-01-31')\n",
    "print(res.data)\n",
    "# 如果end设置为空,则获取到从start开始至今的所有数据\n",
    "res=data.select_time('2017-11-01')\n",
    "print(res.data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                     code       open       high        low      close  \\\n",
      "date       code                                                         \n",
      "2017-01-20 000001  000001   9.037925   9.097061   9.037925   9.087205   \n",
      "           000002  000002  19.922199  20.144631  19.864173  19.999567   \n",
      "           000004  000004  35.660000  36.650000  35.110000  36.480000   \n",
      "2017-01-23 000001  000001   9.087205   9.126629   9.067493   9.087205   \n",
      "           000002  000002  20.018909  20.163973  20.018909  20.057593   \n",
      "           000004  000004  36.360000  37.880000  36.050000  37.560000   \n",
      "2017-01-24 000001  000001   9.097061   9.146341   9.067493   9.136485   \n",
      "           000002  000002  20.086606  20.115618  19.970554  20.009238   \n",
      "           000004  000004  38.000000  39.400000  37.890000  38.630000   \n",
      "2017-01-25 000001  000001   9.136485   9.146341   9.116773   9.126629   \n",
      "           000002  000002  19.999567  20.047922  19.844831  19.931870   \n",
      "           000004  000004  38.540000  39.000000  37.620000  38.250000   \n",
      "2017-01-26 000001  000001   9.136485   9.205477   9.126629   9.195621   \n",
      "           000002  000002  19.970554  20.086606  19.970554  19.999567   \n",
      "           000004  000004  38.230000  38.990000  38.010000  38.290000   \n",
      "\n",
      "                          volume       amount       date  high_limit  \\\n",
      "date       code                                                        \n",
      "2017-01-20 000001  399075.856614  361865152.0 2017-01-20   38.694541   \n",
      "           000002  222369.618093  444921472.0 2017-01-20    9.806364   \n",
      "           000004   14226.000000   51336036.0 2017-01-20   22.750000   \n",
      "2017-01-23 000001  426440.994435  388019072.0 2017-01-23   39.552011   \n",
      "           000002  161693.183960  324581600.0 2017-01-23    9.806364   \n",
      "           000004   11720.000000   43291028.0 2017-01-23   22.810000   \n",
      "2017-01-24 000001  477115.860345  434787744.0 2017-01-24   40.724871   \n",
      "           000002  164738.379913  330140448.0 2017-01-24    9.864390   \n",
      "           000004   21546.000000   83885160.0 2017-01-24   22.760000   \n",
      "2017-01-25 000001  308849.331421  281976288.0 2017-01-25   41.878020   \n",
      "           000002  159908.461306  319264480.0 2017-01-25    9.854719   \n",
      "           000004   11086.000000   42559508.0 2017-01-25   22.670000   \n",
      "2017-01-26 000001  426860.029766  391844288.0 2017-01-26   41.473925   \n",
      "           000002  146053.595237  292423712.0 2017-01-26    9.922416   \n",
      "           000004    9294.000000   35942196.0 2017-01-26   22.750000   \n",
      "\n",
      "                   low_limit  next_day_high_limit  next_day_low_limit  \\\n",
      "date       code                                                         \n",
      "2017-01-20 000001  38.137227                10.14                8.30   \n",
      "           000002   9.483706                22.75               18.61   \n",
      "           000004  22.750000                40.13               32.83   \n",
      "2017-01-23 000001  38.982347                10.14                8.30   \n",
      "           000002   9.483706                22.81               18.67   \n",
      "           000004  22.810000                41.32               33.80   \n",
      "2017-01-24 000001  40.138314                10.20                8.34   \n",
      "           000002   9.539822                22.76               18.62   \n",
      "           000004  22.760000                42.49               34.77   \n",
      "2017-01-25 000001  41.274854                10.19                8.33   \n",
      "           000002   9.530469                22.67               18.55   \n",
      "           000004  22.670000                42.08               34.43   \n",
      "2017-01-26 000001  40.876580                10.26                8.40   \n",
      "           000002   9.595939                22.75               18.61   \n",
      "           000004  22.750000                42.12               34.46   \n",
      "\n",
      "                    preclose       adj  \n",
      "date       code                         \n",
      "2017-01-20 000001   9.047781  0.985597  \n",
      "           000002  19.922199  0.967097  \n",
      "           000004  35.690000  1.000000  \n",
      "2017-01-23 000001   9.087205  0.985597  \n",
      "           000002  19.999567  0.967097  \n",
      "           000004  36.480000  1.000000  \n",
      "2017-01-24 000001   9.087205  0.985597  \n",
      "           000002  20.057593  0.967097  \n",
      "           000004  37.560000  1.000000  \n",
      "2017-01-25 000001   9.136485  0.985597  \n",
      "           000002  20.009238  0.967097  \n",
      "           000004  38.630000  1.000000  \n",
      "2017-01-26 000001   9.126629  0.985597  \n",
      "           000002  19.931870  0.967097  \n",
      "           000004  38.250000  1.000000  \n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/Users/jerryw/MyCode/QUANTAXIS/QUANTAXIS/QAData/base_datastruct.py:831: FutureWarning: 'code' is both a column name and an index level.\n",
      "Defaulting to column but this will raise an ambiguity error in a future version\n",
      "  return data.loc[(slice(None, pd.Timestamp(time)), slice(None)), :].groupby('code',axis=0,as_index=False,sort=False,group_keys=False).apply(lambda x: x.tail(gap))\n"
     ]
    }
   ],
   "source": [
    "# 数据筛选 - 选取某一个时间点向前向后的数据\n",
    "# method\n",
    "# lt 小于 <\n",
    "# lte 小于等于  <=\n",
    "# gt 大于 >\n",
    "# gte 大于等于 >=\n",
    "# e 等于 ==\n",
    "res=data.select_time_with_gap(gap=5,method='lte',time='2017-01-31')\n",
    "print(res.data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "ename": "TypeError",
     "evalue": "get_bar() got an unexpected keyword argument 'if_trade'",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mTypeError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[0;32m<ipython-input-14-61a71426f253>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[1;32m      1\u001b[0m \u001b[0;31m# 数据筛选 - 拿到某一天的股票数据\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m      2\u001b[0m \u001b[0;31m# if_trade的作用是  如果if_trade=False 则遇到停牌时 会返回最后一个交易日的bar\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m----> 3\u001b[0;31m \u001b[0mres\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mdata\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mget_bar\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mcode\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m'000001'\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0mtime\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m'2017-01-20'\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0mif_trade\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mTrue\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m      4\u001b[0m \u001b[0mprint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mres\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mdata\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
      "\u001b[0;31mTypeError\u001b[0m: get_bar() got an unexpected keyword argument 'if_trade'"
     ]
    }
   ],
   "source": [
    "# 数据筛选 - 拿到某一天的股票数据\n",
    "# if_trade的作用是  如果if_trade=False 则遇到停牌时 会返回最后一个交易日的bar\n",
    "res=data.get_bar(code='000001',time='2017-01-20',if_trade=True)\n",
    "print(res.data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "code           000001     000002  000004\n",
      "date                                    \n",
      "2017-01-03   8.978789  19.873844   44.81\n",
      "2017-01-04   9.018213  20.057593   44.43\n",
      "2017-01-05   9.037925  20.163973   44.52\n",
      "2017-01-06   9.037925  20.251012   44.35\n",
      "2017-01-09   8.998501  19.922199   43.40\n",
      "2017-01-10   9.018213  19.989896   43.17\n",
      "2017-01-11   9.008357  19.844831   43.00\n",
      "2017-01-12   8.998501        NaN   42.10\n",
      "2017-01-13   9.008357  20.309038   42.05\n",
      "2017-01-16   9.018213  21.092386   40.69\n",
      "2017-01-17   8.988645  20.047922   38.09\n",
      "2017-01-18   9.008357  19.989896   37.61\n",
      "2017-01-19   9.018213  20.018909   36.61\n",
      "2017-01-20   9.037925  19.922199   35.66\n",
      "2017-01-23   9.087205  20.018909   36.36\n",
      "2017-01-24   9.097061  20.086606   38.00\n",
      "2017-01-25   9.136485  19.999567   38.54\n",
      "2017-01-26   9.136485  19.970554   38.23\n",
      "2017-02-03   9.205477  20.009238   38.01\n",
      "2017-02-06   9.126629  19.999567   38.57\n",
      "2017-02-07   9.175909  19.912528   39.31\n",
      "2017-02-08   9.156197  19.960883   38.90\n",
      "2017-02-09   9.166053  20.028580   39.06\n",
      "2017-02-10   9.185765  20.096277   39.92\n",
      "2017-02-13   9.205477  19.970554   38.51\n",
      "2017-02-14   9.274469  20.086606   38.92\n",
      "2017-02-15   9.264613  20.212328   38.60\n",
      "2017-02-16   9.313892  19.989896   38.25\n",
      "2017-02-17   9.323748  19.999567   38.59\n",
      "2017-02-20   9.264613  19.873844   37.98\n",
      "...               ...        ...     ...\n",
      "2017-10-20  11.590000  26.000000   24.77\n",
      "2017-10-23  11.390000  26.170000   25.09\n",
      "2017-10-24  11.200000  25.810000   25.11\n",
      "2017-10-25  11.360000  27.010000   24.71\n",
      "2017-10-26  11.250000  27.300000   25.05\n",
      "2017-10-27  11.190000  27.700000   24.97\n",
      "2017-10-30  11.550000  27.500000   24.10\n",
      "2017-10-31  11.550000  28.800000   23.70\n",
      "2017-11-01  11.560000  28.960000   23.59\n",
      "2017-11-02  11.360000  29.300000   23.55\n",
      "2017-11-03  11.490000  29.230000   23.60\n",
      "2017-11-06  11.420000  28.200000   23.36\n",
      "2017-11-07  11.270000  27.360000   23.34\n",
      "2017-11-08  12.000000  27.750000   23.38\n",
      "2017-11-09  12.200000  27.520000   23.50\n",
      "2017-11-10  12.370000  27.600000   23.57\n",
      "2017-11-13  12.350000  27.450000   25.79\n",
      "2017-11-14  12.950000  27.050000   24.54\n",
      "2017-11-15  12.900000  28.280000   24.27\n",
      "2017-11-16  12.900000  28.350000   26.50\n",
      "2017-11-17  13.170000  28.850000   27.66\n",
      "2017-11-20  13.130000  28.800000   28.23\n",
      "2017-11-21  14.070000  28.540000   27.19\n",
      "2017-11-22  14.480000  31.900000   29.19\n",
      "2017-11-23  15.150000  32.420000   30.68\n",
      "2017-11-24  14.290000  31.180000   28.18\n",
      "2017-11-27  14.300000  31.450000   27.60\n",
      "2017-11-28  13.850000  31.090000   25.91\n",
      "2017-11-29  13.730000  30.780000   26.47\n",
      "2017-11-30  13.700000  33.100000   25.50\n",
      "\n",
      "[223 rows x 3 columns]\n"
     ]
    }
   ],
   "source": [
    "# 数据切面 pivot\n",
    "\n",
    "res=data.pivot('open')\n",
    "print(res)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                        ATR        TR\n",
      "date       code                      \n",
      "2017-01-03 000001       NaN       NaN\n",
      "           000002       NaN       NaN\n",
      "           000004       NaN       NaN\n",
      "2017-01-04 000001       NaN  0.039424\n",
      "           000002       NaN  0.483549\n",
      "           000004       NaN  0.810000\n",
      "2017-01-05 000001       NaN  0.029568\n",
      "           000002       NaN  0.435194\n",
      "           000004       NaN  0.880000\n",
      "2017-01-06 000001       NaN  0.059136\n",
      "           000002       NaN  0.415852\n",
      "           000004       NaN  0.810000\n",
      "2017-01-09 000001       NaN  0.059136\n",
      "           000002       NaN  0.212761\n",
      "           000004       NaN  1.450000\n",
      "2017-01-10 000001       NaN  0.019712\n",
      "           000002       NaN  0.164406\n",
      "           000004       NaN  0.860000\n",
      "2017-01-11 000001       NaN  0.039424\n",
      "           000002       NaN  0.222432\n",
      "           000004       NaN  0.900000\n",
      "2017-01-12 000001       NaN  0.039424\n",
      "           000004       NaN  0.740000\n",
      "2017-01-13 000001       NaN  0.068992\n",
      "           000002       NaN  1.934194\n",
      "           000004       NaN  1.470000\n",
      "2017-01-16 000001       NaN  0.088704\n",
      "           000002       NaN  1.450646\n",
      "           000004       NaN  4.100000\n",
      "2017-01-17 000001  0.050265  0.059136\n",
      "...                     ...       ...\n",
      "2017-11-17 000001  0.517000  0.430000\n",
      "           000002  0.898000  1.000000\n",
      "           000004  1.521000  3.280000\n",
      "2017-11-20 000001  0.604000  1.200000\n",
      "           000002  0.919000  1.530000\n",
      "           000004  1.660000  1.750000\n",
      "2017-11-21 000001  0.598000  0.780000\n",
      "           000002  1.179000  3.250000\n",
      "           000004  2.010000  3.710000\n",
      "2017-11-22 000001  0.610000  0.790000\n",
      "           000002  1.260000  1.540000\n",
      "           000004  2.181000  2.250000\n",
      "2017-11-23 000001  0.683000  1.170000\n",
      "           000002  1.383000  1.720000\n",
      "           000004  2.479000  3.250000\n",
      "2017-11-24 000001  0.724000  0.810000\n",
      "           000002  1.518000  1.820000\n",
      "           000004  2.435000  1.960000\n",
      "2017-11-27 000001  0.725000  0.810000\n",
      "           000002  1.648000  2.010000\n",
      "           000004  2.504000  2.100000\n",
      "2017-11-28 000001  0.733000  0.530000\n",
      "           000002  1.610000  1.420000\n",
      "           000004  2.509000  1.090000\n",
      "2017-11-29 000001  0.743000  0.460000\n",
      "           000002  1.890000  3.550000\n",
      "           000004  2.420000  1.530000\n",
      "2017-11-30 000001  0.754000  0.560000\n",
      "           000002  2.098000  3.140000\n",
      "           000004  2.158000  0.660000\n",
      "\n",
      "[616 rows x 2 columns]\n"
     ]
    }
   ],
   "source": [
    "# 对数据块应用函数 add_func\n",
    "# 一般是配合指标函数去计算指标\n",
    "\n",
    "# QA.QA_indicator_ATR  ATR指标\n",
    "\n",
    "res=data.add_func(QA.QA_indicator_ATR,10)\n",
    "print(res)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'code': {(Timestamp('2017-01-03 00:00:00'), '000001'): '000001', (Timestamp('2017-01-03 00:00:00'), '000002'): '000002', (Timestamp('2017-01-03 00:00:00'), '000004'): '000004', (Timestamp('2017-01-04 00:00:00'), '000001'): '000001', (Timestamp('2017-01-04 00:00:00'), '000002'): '000002', (Timestamp('2017-01-04 00:00:00'), '000004'): '000004', (Timestamp('2017-01-05 00:00:00'), '000001'): '000001', (Timestamp('2017-01-05 00:00:00'), '000002'): '000002', (Timestamp('2017-01-05 00:00:00'), '000004'): '000004', (Timestamp('2017-01-06 00:00:00'), '000001'): '000001', (Timestamp('2017-01-06 00:00:00'), '000002'): '000002', (Timestamp('2017-01-06 00:00:00'), '000004'): '000004', (Timestamp('2017-01-09 00:00:00'), '000001'): '000001', (Timestamp('2017-01-09 00:00:00'), '000002'): '000002', (Timestamp('2017-01-09 00:00:00'), '000004'): '000004', (Timestamp('2017-01-10 00:00:00'), '000001'): '000001', (Timestamp('2017-01-10 00:00:00'), '000002'): '000002', (Timestamp('2017-01-10 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'000004'): '000004', (Timestamp('2017-02-13 00:00:00'), '000001'): '000001', (Timestamp('2017-02-13 00:00:00'), '000002'): '000002', (Timestamp('2017-02-13 00:00:00'), '000004'): '000004', (Timestamp('2017-02-14 00:00:00'), '000001'): '000001', (Timestamp('2017-02-14 00:00:00'), '000002'): '000002', (Timestamp('2017-02-14 00:00:00'), '000004'): '000004', (Timestamp('2017-02-15 00:00:00'), '000001'): '000001', (Timestamp('2017-02-15 00:00:00'), '000002'): '000002', (Timestamp('2017-02-15 00:00:00'), '000004'): '000004', (Timestamp('2017-02-16 00:00:00'), '000001'): '000001', (Timestamp('2017-02-16 00:00:00'), '000002'): '000002', (Timestamp('2017-02-16 00:00:00'), '000004'): '000004', (Timestamp('2017-02-17 00:00:00'), '000001'): '000001', (Timestamp('2017-02-17 00:00:00'), '000002'): '000002', (Timestamp('2017-02-17 00:00:00'), '000004'): '000004', (Timestamp('2017-02-20 00:00:00'), '000001'): '000001', (Timestamp('2017-02-20 00:00:00'), '000002'): '000002', (Timestamp('2017-02-20 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'000002'): '000002', (Timestamp('2017-03-16 00:00:00'), '000004'): '000004', (Timestamp('2017-03-17 00:00:00'), '000001'): '000001', (Timestamp('2017-03-17 00:00:00'), '000002'): '000002', (Timestamp('2017-03-17 00:00:00'), '000004'): '000004', (Timestamp('2017-03-20 00:00:00'), '000001'): '000001', (Timestamp('2017-03-20 00:00:00'), '000002'): '000002', (Timestamp('2017-03-20 00:00:00'), '000004'): '000004', (Timestamp('2017-03-21 00:00:00'), '000001'): '000001', (Timestamp('2017-03-21 00:00:00'), '000002'): '000002', (Timestamp('2017-03-21 00:00:00'), '000004'): '000004', (Timestamp('2017-03-22 00:00:00'), '000001'): '000001', (Timestamp('2017-03-22 00:00:00'), '000002'): '000002', (Timestamp('2017-03-22 00:00:00'), '000004'): '000004', (Timestamp('2017-03-23 00:00:00'), '000001'): '000001', (Timestamp('2017-03-23 00:00:00'), '000002'): '000002', (Timestamp('2017-03-23 00:00:00'), '000004'): '000004', (Timestamp('2017-03-24 00:00:00'), '000001'): '000001', (Timestamp('2017-03-24 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(Timestamp('2017-04-05 00:00:00'), '000002'): '000002', (Timestamp('2017-04-06 00:00:00'), '000001'): '000001', (Timestamp('2017-04-06 00:00:00'), '000002'): '000002', (Timestamp('2017-04-07 00:00:00'), '000001'): '000001', (Timestamp('2017-04-07 00:00:00'), '000002'): '000002', (Timestamp('2017-04-10 00:00:00'), '000001'): '000001', (Timestamp('2017-04-10 00:00:00'), '000002'): '000002', (Timestamp('2017-04-11 00:00:00'), '000001'): '000001', (Timestamp('2017-04-11 00:00:00'), '000002'): '000002', (Timestamp('2017-04-12 00:00:00'), '000001'): '000001', (Timestamp('2017-04-12 00:00:00'), '000002'): '000002', (Timestamp('2017-04-13 00:00:00'), '000001'): '000001', (Timestamp('2017-04-13 00:00:00'), '000002'): '000002', (Timestamp('2017-04-14 00:00:00'), '000001'): '000001', (Timestamp('2017-04-14 00:00:00'), '000002'): '000002', (Timestamp('2017-04-17 00:00:00'), '000001'): '000001', (Timestamp('2017-04-17 00:00:00'), '000002'): '000002', (Timestamp('2017-04-18 00:00:00'), '000001'): 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['000001', 11.55, 11.58, 11.39, 11.54, 627491.0, 721237504.0, Timestamp('2017-10-31 00:00:00'), 26.26, 26.26, 12.69, 10.39, 11.56, 1.0], ['000002', 28.800000000000015, 29.280000000000015, 28.280000000000015, 28.960000000000015, 463276.99999999977, 1334576768.0, Timestamp('2017-10-31 00:00:00'), 12.690000000000005, 12.69000000000001, 31.86, 26.06, 28.980000000000015, 1.0000000000000004], ['000004', 23.699999999999996, 23.819999999999997, 23.119999999999997, 23.659999999999997, 9122.000000000002, 21355408.0, Timestamp('2017-10-31 00:00:00'), 31.859999999999992, 31.859999999999985, 26.03, 21.29, 23.869999999999997, 0.9999999999999998], ['000001', 11.56, 11.59, 11.32, 11.4, 692617.0, 792881024.0, Timestamp('2017-11-01 00:00:00'), 26.03, 26.03, 12.54, 10.26, 11.54, 1.0], ['000002', 28.960000000000015, 30.540000000000013, 28.730000000000015, 29.150000000000013, 622930.9999999998, 1849006208.0, Timestamp('2017-11-01 00:00:00'), 12.540000000000004, 12.54000000000001, 32.07, 26.24, 28.960000000000015, 1.0000000000000004], ['000004', 23.589999999999996, 23.859999999999996, 23.349999999999998, 23.679999999999996, 5574.000000000001, 13212358.0, Timestamp('2017-11-01 00:00:00'), 32.06999999999999, 32.069999999999986, 26.05, 21.31, 23.659999999999997, 0.9999999999999998], ['000001', 11.36, 11.58, 11.26, 11.54, 604308.0, 689229888.0, Timestamp('2017-11-02 00:00:00'), 26.05, 26.05, 12.69, 10.39, 11.4, 1.0], ['000002', 29.300000000000015, 29.480000000000015, 28.680000000000014, 29.450000000000014, 361905.9999999998, 1053595776.0, Timestamp('2017-11-02 00:00:00'), 12.690000000000005, 12.69000000000001, 32.4, 26.51, 29.150000000000013, 1.0000000000000004], ['000004', 23.549999999999997, 23.759999999999998, 23.029999999999998, 23.599999999999998, 7704.000000000002, 18074668.0, Timestamp('2017-11-02 00:00:00'), 32.39999999999999, 32.399999999999984, 25.96, 21.24, 23.679999999999996, 0.9999999999999998], ['000001', 11.49, 11.68, 11.35, 11.39, 743343.0, 852032128.0, Timestamp('2017-11-03 00:00:00'), 25.96, 25.96, 12.53, 10.25, 11.54, 1.0], ['000002', 29.230000000000015, 29.520000000000014, 28.050000000000015, 28.190000000000015, 455427.9999999998, 1305014400.0, Timestamp('2017-11-03 00:00:00'), 12.530000000000005, 12.53000000000001, 31.01, 25.37, 29.450000000000014, 1.0000000000000004], ['000004', 23.599999999999998, 23.659999999999997, 23.029999999999998, 23.159999999999997, 4791.000000000001, 11214834.0, Timestamp('2017-11-03 00:00:00'), 31.009999999999994, 31.009999999999987, 25.48, 20.84, 23.599999999999998, 0.9999999999999998], ['000001', 11.42, 11.42, 11.09, 11.28, 1029902.0, 1157303936.0, Timestamp('2017-11-06 00:00:00'), 25.48, 25.48, 12.41, 10.15, 11.39, 1.0], ['000002', 28.200000000000006, 28.270000000000007, 26.950000000000006, 27.460000000000008, 509484.9999999999, 1395554432.0, Timestamp('2017-11-06 00:00:00'), 12.410000000000004, 12.410000000000007, 30.21, 24.71, 28.190000000000012, 1.0000000000000002], ['000004', 23.359999999999996, 23.359999999999996, 22.999999999999996, 23.209999999999997, 2522.0000000000005, 5840118.5, Timestamp('2017-11-06 00:00:00'), 30.209999999999994, 30.209999999999987, 25.53, 20.89, 23.159999999999997, 0.9999999999999998], ['000001', 11.27, 12.09, 11.25, 11.92, 2477163.0, 2914269184.0, Timestamp('2017-11-07 00:00:00'), 25.53, 25.53, 13.11, 10.73, 11.28, 1.0], ['000002', 27.360000000000007, 27.950000000000006, 27.300000000000008, 27.85000000000001, 379817.99999999994, 1052691840.0, Timestamp('2017-11-07 00:00:00'), 13.110000000000003, 13.110000000000007, 30.64, 25.07, 27.460000000000008, 1.0000000000000002], ['000004', 23.339999999999996, 23.359999999999996, 23.149999999999995, 23.339999999999996, 3374.000000000001, 7850981.5, Timestamp('2017-11-07 00:00:00'), 30.639999999999993, 30.639999999999986, 25.67, 21.01, 23.209999999999997, 0.9999999999999998], ['000001', 12.0, 12.59, 11.93, 12.13, 4262825.0, 5199224320.0, Timestamp('2017-11-08 00:00:00'), 25.67, 25.67, 13.34, 10.92, 11.92, 1.0], ['000002', 27.750000000000007, 28.140000000000008, 27.410000000000007, 27.640000000000008, 398660.9999999999, 1105269504.0, Timestamp('2017-11-08 00:00:00'), 13.340000000000003, 13.340000000000007, 30.4, 24.88, 27.85000000000001, 1.0000000000000002], ['000004', 23.379999999999995, 23.789999999999996, 23.249999999999996, 23.499999999999996, 4295.000000000001, 10137787.0, Timestamp('2017-11-08 00:00:00'), 30.39999999999999, 30.399999999999984, 25.85, 21.15, 23.339999999999996, 0.9999999999999998], ['000001', 12.2, 12.57, 12.15, 12.33, 2295289.0, 2839861760.0, Timestamp('2017-11-09 00:00:00'), 25.85, 25.85, 13.56, 11.1, 12.13, 1.0], ['000002', 27.52000000000001, 27.79000000000001, 27.30000000000001, 27.670000000000012, 234125.99999999988, 645092352.0, Timestamp('2017-11-09 00:00:00'), 13.560000000000006, 13.560000000000011, 30.44, 24.9, 27.640000000000008, 1.0000000000000004], ['000004', 23.499999999999996, 23.629999999999995, 23.359999999999996, 23.569999999999997, 3067.0000000000005, 7221488.5, Timestamp('2017-11-09 00:00:00'), 30.439999999999994, 30.439999999999987, 25.93, 21.21, 23.499999999999996, 0.9999999999999998], ['000001', 12.37, 12.55, 12.15, 12.3, 1757552.0, 2167126528.0, Timestamp('2017-11-10 00:00:00'), 25.93, 25.93, 13.53, 11.07, 12.33, 1.0], ['000002', 27.60000000000001, 27.830000000000005, 27.360000000000007, 27.51000000000001, 305911.99999999994, 841979136.0, Timestamp('2017-11-10 00:00:00'), 13.530000000000003, 13.530000000000006, 30.26, 24.76, 27.670000000000012, 1.0000000000000002], ['000004', 23.569999999999997, 25.929999999999993, 23.529999999999998, 25.929999999999993, 55536.000000000015, 142129648.0, Timestamp('2017-11-10 00:00:00'), 30.259999999999994, 30.259999999999987, 28.52, 23.34, 23.569999999999997, 0.9999999999999998], ['000001', 12.35, 13.1, 12.35, 12.9, 2566906.0, 3307955200.0, Timestamp('2017-11-13 00:00:00'), 28.52, 28.52, 14.19, 11.61, 12.3, 1.0], ['000002', 27.450000000000006, 27.490000000000006, 26.800000000000008, 27.060000000000006, 347145.99999999994, 941038592.0, Timestamp('2017-11-13 00:00:00'), 14.190000000000003, 14.190000000000007, 29.77, 24.35, 27.51000000000001, 1.0000000000000002], ['000004', 25.789999999999992, 25.98999999999999, 24.57999999999999, 24.749999999999993, 34272.00000000001, 86421040.0, Timestamp('2017-11-13 00:00:00'), 29.769999999999992, 29.769999999999985, 27.23, 22.28, 25.929999999999993, 0.9999999999999998], ['000001', 12.95, 13.26, 12.81, 12.95, 1780302.0, 2318092544.0, Timestamp('2017-11-14 00:00:00'), 27.23, 27.23, 14.25, 11.66, 12.9, 1.0], ['000002', 27.05000000000001, 28.500000000000014, 26.70000000000001, 28.500000000000014, 735824.9999999997, 2042078592.0, Timestamp('2017-11-14 00:00:00'), 14.250000000000007, 14.250000000000014, 31.35, 25.65, 27.060000000000006, 1.0000000000000004], ['000004', 24.539999999999992, 25.23999999999999, 24.199999999999992, 24.199999999999992, 18421.000000000004, 45397256.0, Timestamp('2017-11-14 00:00:00'), 31.349999999999994, 31.349999999999987, 26.62, 21.78, 24.749999999999993, 0.9999999999999998], ['000001', 12.9, 13.13, 12.77, 12.9, 1263052.0, 1627912704.0, Timestamp('2017-11-15 00:00:00'), 26.62, 26.62, 14.19, 11.61, 12.95, 1.0], ['000002', 28.280000000000015, 28.660000000000014, 27.91000000000001, 28.440000000000015, 541076.9999999998, 1532168832.0, Timestamp('2017-11-15 00:00:00'), 14.190000000000007, 14.190000000000014, 31.28, 25.6, 28.500000000000014, 1.0000000000000004], ['000004', 24.269999999999992, 26.619999999999994, 24.269999999999992, 26.619999999999994, 67213.00000000001, 173155232.0, Timestamp('2017-11-15 00:00:00'), 31.279999999999994, 31.279999999999987, 29.28, 23.96, 24.199999999999992, 0.9999999999999998], ['000001', 12.9, 13.12, 12.67, 13.1, 1200814.0, 1550701824.0, Timestamp('2017-11-16 00:00:00'), 29.28, 29.28, 14.41, 11.79, 12.9, 1.0], ['000002', 28.35000000000001, 29.380000000000006, 28.320000000000007, 28.94000000000001, 574431.9999999999, 1663430784.0, Timestamp('2017-11-16 00:00:00'), 14.410000000000004, 14.410000000000007, 31.83, 26.05, 28.440000000000012, 1.0000000000000002], ['000004', 26.499999999999996, 29.279999999999998, 25.999999999999996, 27.809999999999995, 76761.00000000001, 213029600.0, Timestamp('2017-11-16 00:00:00'), 31.829999999999995, 31.82999999999999, 30.59, 25.03, 26.619999999999994, 0.9999999999999999], ['000001', 13.17, 13.46, 13.03, 13.18, 2064149.0, 2731215872.0, Timestamp('2017-11-17 00:00:00'), 30.59, 30.59, 14.5, 11.86, 13.1, 1.0], ['000002', 28.85, 29.6, 28.6, 28.9, 563944.0, 1639436288.0, Timestamp('2017-11-17 00:00:00'), 14.5, 14.5, 31.79, 26.01, 28.940000000000005, 1.0], ['000004', 27.66, 29.38, 26.1, 27.88, 60343.0, 167845024.0, Timestamp('2017-11-17 00:00:00'), 31.79, 31.79, 30.67, 25.09, 27.809999999999995, 1.0], ['000001', 13.129999999999999, 14.249999999999998, 13.049999999999999, 14.249999999999998, 2843925.0000000005, 3860145408.0, Timestamp('2017-11-20 00:00:00'), 30.669999999999998, 30.669999999999995, 15.68, 12.83, 13.18, 0.9999999999999999], ['000002', 28.8, 29.01, 27.48, 28.9, 395088.0, 1118755712.0, Timestamp('2017-11-20 00:00:00'), 15.68, 15.68, 31.79, 26.01, 28.9, 1.0], ['000004', 28.229999999999997, 28.749999999999996, 26.999999999999996, 27.479999999999997, 43452.00000000001, 120536432.0, Timestamp('2017-11-20 00:00:00'), 31.789999999999996, 31.789999999999992, 30.23, 24.73, 27.88, 0.9999999999999999], ['000001', 14.069999999999999, 14.789999999999997, 14.009999999999998, 14.449999999999998, 2495327.0000000005, 3609849088.0, Timestamp('2017-11-21 00:00:00'), 30.229999999999997, 30.229999999999993, 15.9, 13.01, 14.249999999999998, 0.9999999999999999], ['000002', 28.54, 31.79, 28.54, 31.79, 1081788.0, 3289379072.0, Timestamp('2017-11-21 00:00:00'), 15.9, 15.9, 34.97, 28.61, 28.9, 1.0], ['000004', 27.189999999999998, 30.229999999999997, 26.519999999999996, 30.229999999999997, 64583.00000000001, 184571104.0, Timestamp('2017-11-21 00:00:00'), 34.96999999999999, 34.969999999999985, 33.25, 27.21, 27.479999999999997, 0.9999999999999999], ['000001', 14.479999999999999, 15.239999999999998, 14.479999999999999, 15.099999999999998, 2570231.0000000005, 3839501056.0, Timestamp('2017-11-22 00:00:00'), 33.24999999999999, 33.249999999999986, 16.61, 13.59, 14.449999999999998, 0.9999999999999999], ['000002', 31.9, 33.08, 31.54, 32.5, 1052969.0, 3398210560.0, Timestamp('2017-11-22 00:00:00'), 16.61, 16.61, 35.75, 29.25, 31.79, 1.0], ['000004', 29.189999999999998, 31.439999999999998, 29.189999999999998, 30.039999999999996, 64118.00000000001, 193732400.0, Timestamp('2017-11-22 00:00:00'), 35.74999999999999, 35.749999999999986, 33.04, 27.04, 30.229999999999997, 0.9999999999999999], ['000001', 15.149999999999999, 15.239999999999998, 14.069999999999999, 14.349999999999998, 2429142.0000000005, 3562843392.0, Timestamp('2017-11-23 00:00:00'), 33.03999999999999, 33.039999999999985, 15.79, 12.92, 15.099999999999998, 0.9999999999999999], ['000002', 32.42, 32.74, 31.02, 31.3, 580325.0, 1851670272.0, Timestamp('2017-11-23 00:00:00'), 15.79, 15.79, 34.43, 28.17, 32.5, 1.0], ['000004', 30.679999999999996, 30.689999999999998, 27.439999999999998, 28.149999999999995, 45153.00000000001, 130805984.0, Timestamp('2017-11-23 00:00:00'), 34.42999999999999, 34.429999999999986, 30.97, 25.34, 30.039999999999996, 0.9999999999999999], ['000001', 14.289999999999997, 14.589999999999998, 13.779999999999998, 14.559999999999999, 2630189.0000000005, 3732597248.0, Timestamp('2017-11-24 00:00:00'), 30.969999999999995, 30.96999999999999, 16.02, 13.1, 14.349999999999998, 0.9999999999999999], ['000002', 31.18, 32.29, 30.47, 31.8, 524343.0, 1653488256.0, Timestamp('2017-11-24 00:00:00'), 16.02, 16.02, 34.98, 28.62, 31.3, 1.0], ['000004', 28.179999999999996, 28.959999999999997, 26.999999999999996, 27.449999999999996, 39524.00000000001, 110389888.0, Timestamp('2017-11-24 00:00:00'), 34.97999999999999, 34.97999999999998, 30.2, 24.71, 28.149999999999995, 0.9999999999999999], ['000001', 14.3, 14.3, 13.75, 13.93, 2064085.0, 2878491904.0, Timestamp('2017-11-27 00:00:00'), 30.2, 30.2, 15.32, 12.54, 14.559999999999999, 1.0], ['000002', 31.45, 32.6, 30.59, 31.52, 521581.0, 1640696960.0, Timestamp('2017-11-27 00:00:00'), 15.32, 15.32, 34.67, 28.37, 31.8, 1.0], ['000004', 27.599999999999998, 27.839999999999996, 25.739999999999995, 26.049999999999997, 32284.000000000004, 84797048.0, Timestamp('2017-11-27 00:00:00'), 34.669999999999995, 34.66999999999999, 28.66, 23.45, 27.449999999999996, 0.9999999999999999], ['000001', 13.849999999999998, 13.849999999999998, 13.399999999999999, 13.699999999999998, 1766432.0000000002, 2396540160.0, Timestamp('2017-11-28 00:00:00'), 28.659999999999997, 28.659999999999993, 15.07, 12.33, 13.93, 0.9999999999999999], ['000002', 31.09, 31.35, 30.1, 30.75, 405786.0, 1243495680.0, Timestamp('2017-11-28 00:00:00'), 15.07, 15.07, 33.83, 27.68, 31.52, 1.0], ['000004', 25.909999999999997, 26.869999999999997, 25.779999999999998, 26.369999999999997, 31337.000000000004, 82756568.0, Timestamp('2017-11-28 00:00:00'), 33.82999999999999, 33.829999999999984, 29.01, 23.73, 26.049999999999997, 0.9999999999999999], ['000001', 13.729999999999999, 13.929999999999998, 13.469999999999999, 13.819999999999999, 1564094.0000000002, 2148312576.0, Timestamp('2017-11-29 00:00:00'), 29.009999999999998, 29.009999999999994, 15.2, 12.44, 13.699999999999998, 0.9999999999999999], ['000002', 30.78, 33.83, 30.28, 33.82, 897712.0, 2894401024.0, Timestamp('2017-11-29 00:00:00'), 15.2, 15.2, 37.2, 30.44, 30.75, 1.0], ['000004', 26.47, 26.59, 25.06, 25.52, 30904.0, 78670432.0, Timestamp('2017-11-29 00:00:00'), 37.2, 37.2, 28.07, 22.97, 26.369999999999997, 1.0], ['000001', 13.7, 13.73, 13.26, 13.38, 1379635.0, 1866700928.0, Timestamp('2017-11-30 00:00:00'), 28.07, 28.07, 14.72, 12.04, 13.819999999999999, 1.0], ['000002', 33.1, 33.4, 30.68, 31.22, 1000665.0, 3213854464.0, Timestamp('2017-11-30 00:00:00'), 14.72, 14.72, 34.34, 28.1, 33.82, 1.0], ['000004', 25.5, 25.82, 25.16, 25.56, 23286.0, 59263068.0, Timestamp('2017-11-30 00:00:00'), 34.34, 34.34, 28.12, 23.0, 25.52, 1.0]]\n",
      "[['000001' 8.978789422143855 9.047781217923227 ... 8.24 nan\n",
      "  0.9855970825624429]\n",
      " ['000002' 19.87384422340495 20.19298624743043 ... 18.66 nan\n",
      "  0.9670970425014574]\n",
      " ['000004' 44.81000000000001 44.84000000000001 ... 40.01 nan\n",
      "  1.0000000000000002]\n",
      " ...\n",
      " ['000001' 13.7 13.73 ... 12.04 13.819999999999999 1.0]\n",
      " ['000002' 33.1 33.4 ... 28.1 33.82 1.0]\n",
      " ['000004' 25.5 25.82 ... 23.0 25.52 1.0]]\n"
     ]
    }
   ],
   "source": [
    "# 格式转换 to_dict, to_list, to_numpy\n",
    "res=data.to_dict()\n",
    "print(res)\n",
    "res=data.to_list()\n",
    "print(res)\n",
    "res=data.to_numpy()\n",
    "print(res)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "QUANTAXIS>> The Pic has been saved to your path: ./QA_stock_day_000001_qfq.html\n",
      "QUANTAXIS>> The Pic has been saved to your path: ./QA_stock_day_codepackage_qfq.html\n"
     ]
    }
   ],
   "source": [
    "# 画图\n",
    "\n",
    "data.plot('000001') #画某一只股票\n",
    "data.plot()  #画全部股票"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.6.4"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 2
}
